LAUSR

Markov dependence in renewal equations and random sums with heavy tails

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1 Published in 2017 at "Stochastic Models"

DOI: 10.1080/15326349.2017.1375860

Abstract: ABSTRACT The Markov renewal equation is considered in the subcritical case where the matrix of total masses of the Fij has spectral radius strictly less than one, and the asymptotics of the Zi(x) is found… read more here.

Keywords: random sums; equations random; dependence renewal; renewal ... See more keywords