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A probabilistic proof of Blackwell's renewal theorem

Published online by Cambridge University Press:  01 July 2016

Torgny Lindvall*
Affiliation:
University of Göteborg

Abstract

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Type
II. Contributed Papers
Copyright
Copyright © Applied Probability Trust 1977 

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References

[1] Breiman, L. (1968) Probability. Addison-Wesley, Reading, Mass. Google Scholar
[2] Doeblin, W. (1937) Exposé de la théorie des chaînes simples constantes de Markov à un nombre fini d'états. Rev. Math. Union Interbalkanique 2, 77105.Google Scholar
[3] Feller, W. (1966) An Introduction to Probability Theory and its Applications, Vol. II. Wiley, New York.Google Scholar
[4] Pitman, J. W. (1974) Uniform rates of convergence for Markov chain transition probabilities. Z. Wahrscheinlichkeitsth. 29, 193227.Google Scholar