Estimates of the renewal measure
Journal article, 2021

We prove sharp estimates for the renewal measure of a strongly nonlattice probability measure on the real line. In particular we consider the case where the measure has finite moments between 1 and 2. The proof uses Fourier analysis of tempered distributions.

Renewal measure

Fourier transform

Author

Hasse Carlsson

Chalmers, Mathematical Sciences, Analysis and Probability Theory

University of Gothenburg

Journal of the Mathematical Society of Japan

0025-5645 (ISSN) 18811167 (eISSN)

Vol. 73 3 681-701

Subject Categories

Computational Mathematics

Probability Theory and Statistics

Mathematical Analysis

DOI

10.2969/JMSJ/83298329

More information

Latest update

9/16/2021