Kendall更新函数的渐近性

Pub Date : 2021-01-29 DOI:10.30757/alea.v19-56

M. Cadena, B. Jasiulis-Gołdyn, E. Omey

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引用次数: 0

摘要

Jasiulis Gołdyn等人（2020）在一组Kendall卷积中提出的初等更新定理和Blackwell定理在较弱的假设下得到了证明，并推广到Gamma类。分析了这些定理中有关极限的收敛速度。我们的理论结果通过几个涉及新概率分布和极值的例子来说明。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Asymptotics for Kendall’s renewal function

. An elementary renewal theorem and a Blackwell theorem provided by Jasiulis-Gołdyn et al. (2020) in a setting of Kendall convolutions are proved under weaker hypothesis and extended to the Gamma class. Convergence rates of the limits concerned in these theorems are analyzed. Our theoretical results are illustrated by several examples involving novel probability distributions and extremes.

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