Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129744 | Statistics & Probability Letters | 2017 | 5 Pages |
Abstract
In the paper, we find exact asymptotics of the left tail of renewal measure for a broad class of two-sided random walks. We only require that an exponential moment of the left tail is finite. Through a simple change of measure approach, our result turns out to be almost equivalent to Blackwell's Theorem.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Bartosz KoÅodziejek,