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A note on a strong renewal theorem
Authors:N. R. Mohan
Abstract:Let {Sn, n ≥ 1} be a sequence of partial sums of independent and identically distributed non-negative random variables with a common distribution function F. Let F belong to the domain of attraction of a stable law with exponent α, 0 < α < 1. Suppose H(t) = ? N(t), t ? 0, where N(t) = max(n : Sn ≥ t). Under some additional assumptions on F, the difference between H(t) and its asymptotic value as t → ∞ is estimated.
Keywords:Strong renewal theorem  domains of attraction of stable laws  Laplace-Stieltjes transform  derived distribution
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