A Constructive Renewal Theorem
Chan, Y. K.
Ann. Probab., Tome 4 (1976) no. 6, p. 644-655 / Harvested from Project Euclid
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Let $P$ be a distribution on $R$ with a positive, finite mean. A constructive, unified version of the renewal theorem is proved. A routine method is provided with which one can compute, in principle at least, the point $x_0$ where the renewal measure $Q$ settles down. As a corollary, it is shown that $x_0$ depends continuously on $P$.
Publié le : 1976-08-14
Classification:  Constructive analysis,  renewal theorem,  characteristic functions,  Tauberian theorems,  60K05,  60E05,  02E99 
@article{1176996033,
     author = {Chan, Y. K.},
     title = {A Constructive Renewal Theorem},
     journal = {Ann. Probab.},
     volume = {4},
     number = {6},
     year = {1976},
     pages = { 644-655},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996033}
}

Chan, Y. K. A Constructive Renewal Theorem. Ann. Probab., Tome 4 (1976) no. 6, pp.  644-655. http://gdmltest.u-ga.fr/item/1176996033/