Uniformity in Stone's Decomposition of the Renewal Measure
Szasz, Domokos
Ann. Probab., Tome 5 (1977) no. 6, p. 560-564 / Harvested from Project Euclid
Stone has decomposed the renewal measure of a probability distribution $F$ into two parts: a finite component with the same tail behaviour as that of $F$ and an absolutely continuous one which is nearly stationary at infinity. Our theorem asserts the uniformity of this decomposition.
Publié le : 1977-08-14
Classification:  Renewal measure,  Stone's decomposition,  60K05
@article{1176995761,
     author = {Szasz, Domokos},
     title = {Uniformity in Stone's Decomposition of the Renewal Measure},
     journal = {Ann. Probab.},
     volume = {5},
     number = {6},
     year = {1977},
     pages = { 560-564},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995761}
}
Szasz, Domokos. Uniformity in Stone's Decomposition of the Renewal Measure. Ann. Probab., Tome 5 (1977) no. 6, pp.  560-564. http://gdmltest.u-ga.fr/item/1176995761/