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The left tail of renewal measure

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  • Kołodziejek, Bartosz

Abstract

In the paper, we find exact asymptotics of the left tail of renewal measure for a broad class of two-sided random walks. We only require that an exponential moment of the left tail is finite. Through a simple change of measure approach, our result turns out to be almost equivalent to Blackwell’s Theorem.

Suggested Citation

  • Kołodziejek, Bartosz, 2017. "The left tail of renewal measure," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 306-310.
    • Handle: RePEc:eee:stapro:v:129:y:2017:i:c:p:306-310
    DOI: 10.1016/j.spl.2017.06.018
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    Keywords

    Renewal theory; Renewal measure;

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