Asymptotics for Kendall’s renewal function

Abstract:

An elementary renewal theorem and a Blackwell theorem provided by Jasiulis-Gołdyn et al. (2020) in a setting of Kendall convolutions are proved under weaker hypothesis and extended to the Gamma class. Convergence rates of the limits concerned in these theorems are analyzed. Our theoretical results are illustrated by several examples involving novel probability distributions and extremes

Año de publicación:

2022

Keywords:

• Kendall random walk
• Blackwell theorem
• Regularly varying function
• Convergence rates
• Gamma class
• Renewal theory

Fuente:

scopus