Abstract
The present work surveys some extensions of Blackwell's renewal theorem for a certain class of linear submartingalesS ℕ which have been recently obtained by the author. The basic assumption onS ℕ is that their conditional increment distribution functions with respect to some filtration $$\mathcal{F}_\mathbb{N} $$ are bounded from above and below by integrable distribution functions. Under a further mean stability condition these random walks turn out to be natural candidates for satisfying Blackwell-type renewal theorems. The latter are derived by employing a coupling argument similar to that which has been used in the i.i.d. case by Lindvallet al. A number of applications are also presented.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.