{"title":"Asymptotics for Kendall’s renewal function","authors":"M. Cadena, B. Jasiulis-Gołdyn, E. Omey","doi":"10.30757/alea.v19-56","DOIUrl":null,"url":null,"abstract":". An elementary renewal theorem and a Blackwell theorem provided by Jasiulis-Gołdyn et al. (2020) in a setting of Kendall convolutions are proved under weaker hypothesis and extended to the Gamma class. Convergence rates of the limits concerned in these theorems are analyzed. Our theoretical results are illustrated by several examples involving novel probability distributions and extremes.","PeriodicalId":49244,"journal":{"name":"Alea-Latin American Journal of Probability and Mathematical Statistics","volume":"1 1","pages":""},"PeriodicalIF":0.6000,"publicationDate":"2021-01-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Alea-Latin American Journal of Probability and Mathematical Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.30757/alea.v19-56","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
. An elementary renewal theorem and a Blackwell theorem provided by Jasiulis-Gołdyn et al. (2020) in a setting of Kendall convolutions are proved under weaker hypothesis and extended to the Gamma class. Convergence rates of the limits concerned in these theorems are analyzed. Our theoretical results are illustrated by several examples involving novel probability distributions and extremes.
期刊介绍:
ALEA publishes research articles in probability theory, stochastic processes, mathematical statistics, and their applications. It publishes also review articles of subjects which developed considerably in recent years. All articles submitted go through a rigorous refereeing process by peers and are published immediately after accepted.
ALEA is an electronic journal of the Latin-american probability and statistical community which provides open access to all of its content and uses only free programs. Authors are allowed to deposit their published article into their institutional repository, freely and with no embargo, as long as they acknowledge the source of the paper.
ALEA is affiliated with the Institute of Mathematical Statistics.