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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1979 Volume 24, Issue 3, Pages 600–607 (Mi tvp2647)

This article is cited in 2 papers

Short Communications

On the explicit estimates for the power rate of convergence in the renewal theorem

N. V. Kartašov

Kiev

Abstract: The renewal equation $x(t)=y(t)+\int_0^t x(t-s)\,dF(s)$ is considered. The explicit estimates are obtained for
$$ \sup_t(1+\varepsilon t)^{\alpha}|x(t)-\lim_{t\to\infty}x(t)| $$
under the assumptions on the power decay of $y(t)$ and on the existence of moments of $F(t)$ for some classes of distribution functions $F(t)$. One of this classes include distributions having independent exponential component.

Received: 21.04.1977


 English version:
Theory of Probability and its Applications, 1980, 24:3, 606–612

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