文章基本信息

标题：A renewal theorem and supremum of a perturbed random walk
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作者：Ewa Damek ; Bartosz Kołodziejek
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2018
卷号：23
DOI：10.1214/18-ECP184
语种：English
出版社：Electronic Communications in Probability
摘要：We study tails of the supremum of a perturbed random walk under regime which was not yet considered in the literature. Our approach is based on a new renewal theorem, which is of independent interest.