Abstract
We establish Blackwell-type theorems for weighted renewal functions under much weaker conditions, as compared to the available, on the weight sequence and the distributions of the jumps in the renewal process. The proofs are based on using integro-local limit theorems and large deviation bounds. For the jump distribution, we consider conditions of the four types: (a) it has finite second moment, (b) it belongs to the domain of attraction of a stable law, (c) its tails are locally regularly varying, and (d) it satisfies the moment Cramér condition. In cases (a)–(c), the weights are assumed to satisfy a broad regularity condition on their moving averages, whereas in case (d) the weights can change exponentially fast.
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Original Russian Text Copyright © 2014 Borovkov A.A. and Borovkov K.A.
The authors were partially supported by the Russian Foundation for Basic Research (Grant 14-01-00220) and the ARC Centre of Excellence for Mathematics and Statistics of Complex Systems.
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Translated from Sibirskiĭ Matematicheskiĭ Zhurnal, Vol. 55, No. 4, pp. 724–743, July–August, 2014.
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Borovkov, A.A., Borovkov, K.A. Blackwell-type theorems for weighted renewal functions. Sib Math J 55, 589–605 (2014). https://doi.org/10.1134/S0037446614040028
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DOI: https://doi.org/10.1134/S0037446614040028