Convergence rates in the local renewal theorem

Abstract

We improve the results from [Lindvall, T., 1979. On coupling of discrete renewal processes. Z. Wahrscheinlichkeitsth. 48, 57–70] on subgeometric convergence rates in the local renewal theorem. The results are used in [Sapozhnikov, A., 2006. Subgeometric rates of convergence of f -ergodic Markov chains (submitted for publication)] to generalize the previous results on convergence rates for Markov chains [Tuominen, P., Tweedie, R.L., 1994. Subgeometric rates of convergence of f -ergodic Markov chains. Adv. Appl. Probab. 26, 775–798].