Blackwell's renewal theorem for certain linear submartingales and coupling |
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Authors: | Gerold Alsmeyer |
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Institution: | (1) Mathematisches Seminar, Universität Kiel, Ludewig-Meyn-Straße 4, D-24 098 Kiel 1, Germany |
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Abstract: | The present work surveys some extensions of Blackwell's renewal theorem for a certain class of linear submartingalesS
which have been recently obtained by the author. The basic assumption onS
is that their conditional increment distribution functions with respect to some filtration
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. |
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Keywords: | Primary 60K05 secondary 60G40 60G42 60G50 60J15 |
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