Equivalent Conditions of Local Asymptotics for the Solutions of Defective Renewal Equations, with Applications

作     者：Kai-yong Wang Yue-bao Wang 

作者机构：Department of Mathematics Soochow University Suzhou 215006 China School of Mathematics and Physics Suzhou University of Science and Technology Suzhou 215009 China 

出 版 物：《Acta Mathematicae Applicatae Sinica》 (应用数学学报（英文版）)

年 卷 期：2010年第26卷第3期

页      面：503-512页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 070104[理学-应用数学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Supported by the National Natural Science Foundation of China (No. 10671139) the research foundation of Suzhou University of Science and Technology 

主　　题：Local asymptotics defective renewal equation heavy-tailed distribution random walk renewal 

摘      要：The paper obtains some equivalent conditions of local asymptotics for the solutions of defective renewal equations in the heavy-tailed case. As applications, the paper gives a different proof of a classical result about the local distribution of the supremum of a random walk. These results are also applied in examples involving the renewal function for terminating renewal processes and the age-dependent branching processes.