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The behavior of the renewal sequence in case the tail of the waiting-time distribution is regularly varying with index −1

Published online by Cambridge University Press:  01 July 2016

J. B. G. Frenk
J. B. G. Frenk*
Affiliation:
Erasmus University, Rotterdam
*
∗Postal address: Erasmus Universiteit Rotterdam, Faculteit der Economische Wetenschappen, Postbus 1738, 3000 DR Rotterdam, The Netherlands.
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Abstract

A second-order asymptotic result for the probability of occurrence of a persistent and aperiodic recurrent event is given if the tail of the distribution of the waiting time for this event is regularly varying with index −1.

Keywords

RENEWAL THEORYREGULAR VARIATION
Type
Research Article
Information
Advances in Applied Probability , Volume 14 , Issue 4 , December 1982 , pp. 870 - 884
Copyright
Copyright © Applied Probability Trust 1982 

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