Higher order theory for renewal sequences with infinite mean.

30 November 2015
15:00
DALIA TERHESIU
Abstract

Abstract: First order asymptotic of scalar renewal sequences with infinite mean characterized by regular variation has been classified in the 60's (Garsia and Lamperti). In the recent years, the question of higher order asymptotic for renewal sequences with infinite mean was motivated by obtaining 'mixing rates' for dynamical systems with infinite measure. In this talk I will present the recent results we have obtained on higher order asymptotic for renewal sequences with infinite mean and their consequences for error rates in certain limit theorems (such as arcsine law for null recurrent Markov processes).

  • Stochastic Analysis Seminar