A Renewal Theorem for Random Walks with Time Stationary Random Distribution Function

  • Hong, Dug-Hun (School of Mechanical and Automotive Engineering, Catholic University of Taegu Hyosung, Kyungbuk, 712-702)
  • 발행 : 1996.03.01

초록

Sums of independent random variables $S_n = X_1 + X_ + cdots + X_n$ are considered, where the X$_{n}$ are chosen according to a stationary process of distributions. Given the time t .geq. O, let N (t) be the number of indices n for which O < $S_n$ $\geq$ t. In this set up we prove that N (t)/t converges almost surely and in $L^1$ as t longrightarrow $\infty$, which generalizes classical renewal theorem.m.

키워드

참고문헌

  1. Probability Breiman, L.
  2. Annals of Mathematical Statistics v.36 Moments of randomly stopped sums Chow, Y. S.;Robbins, H.;Teicher, H.
  3. A Course in Probability Theory(2nd ed.) Chung, K. L.
  4. Transections of American Mathematical Society v.63 Renewal theory from the point of view of probability Doob, J. L.
  5. Ph.D. Thesis, University of Minnesota Random walks with time stationary random distribution function Hong, D. H.
  6. Yokohama Mathematical Journal v.40 An LIL for random walks with time stationary random distribution function Hong, D. H.;Kwon, J. S.