Athreya, Krishna B. ; Anderson, Kevin K. (1988) A note on conjugate π-variation and a weak limit theorem for the number of renewals Statistics & Probability Letters, 6 (3). pp. 151-154. ISSN 0167-7152
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/016771...
Related URL: http://dx.doi.org/10.1016/0167-7152(88)90111-3
Abstract
A weak limit theorem for the number of renewals N(t) when 1 - F(x) is regularly varying with index -1 is given utilizing an alternatemethod of constructing conjugates for functions in the well-known subclass Π of slowly varying functions. An error in the literature concerning the centering term when F(x) has a finite mean is corrected.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Renewal Theory; Regular Variation; Π-variation; Stable Laws |
| ID Code: | 1122 |
| Deposited On: | 05 Oct 2010 12:54 |
| Last Modified: | 12 May 2011 10:01 |
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