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 3 681-701Subject Categories
Computational Mathematics
Probability Theory and Statistics
Mathematical Analysis
DOI
10.2969/JMSJ/83298329