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Weighted renewal functions: a hierarchical approach

Published online by Cambridge University Press:  01 July 2016

Edward Omey*
Affiliation:
Economische Hogeschool Sint-Aloysius
Jef L. Teugels*
Affiliation:
Katholieke Universiteit Leuven
*
Postal address: Department of Mathematics and Statistics, Economische Hogeschool Sint-Aloysius, Stormstraat 2, 1000-Brussels, Belgium.
∗∗ Postal address: Katholieke Universiteit Leuven, Universitair Centrum Voor Statisiek, De Coylaan 52B, B3001 Heverlee, Belgium. Email address: [email protected]

Abstract

We extend classical renewal theorems to the weighted case. A hierarchical chain of successive sharpenings of asymptotic statements on the weighted renewal functions is obtained by imposing stronger conditions on the weighting coefficients.

Type
General Applied Probability
Copyright
Copyright © Applied Probability Trust 2002 

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