Renewal function asymptotics refined à la Feller
2018 ◽
Vol 37
(2)
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pp. 291-298
Keyword(s):
RENEWAL FUNCTION ASYMPTOTICS REFINED À LA FELLERFeller’s volume 2 shows how to use the Key Renewal Theorem to prove that in the limit x!1, the renewal function Ux of a renewal process with nonarithmetic generic lifetime X with finite mean EX=1=and second moment differs from its linear asymptote x by the quantity 122EX2. His first edition 1966 but not the second in 1971 asserted that a similar approach would refine this asymptotic result when X has finite higher order moments. The paper shows how higher order moments may justify drawing conclusions from a recurrence relation that exploits a general renewal equation and further appeal to the Key Renewal Theorem.
1994 ◽
Vol 77
(1)
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pp. 77-80
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Keyword(s):
1996 ◽
Vol 39
(3)
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pp. 461-469
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1993 ◽
Vol 5
(11)
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pp. 2886-2900
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Keyword(s):
2014 ◽
Vol 66
(4)
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pp. 1939-1947
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Keyword(s):
2011 ◽
Vol 81
(3)
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pp. 331-341
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