A probabilistic representation of constants in Kesten's renewal theorem

Details A probabilistic representation of constants in Kesten's renewal theorem A probabilistic representation of constants in Kesten's renewal theorem

2007-03-21

arxiv.org/abs/math/0703648v2

Mathematics

Probability

27 pages

Scientific paper

The aims of this paper are twofold. Firstly, we derive some probabilistic representation for the constant which appears in the one-dimensional case of Kesten's renewal theorem. Secondly, we estimate the tail of some related random variable which plays an essential role in the description of the stable limit law of one-dimensional transient sub-ballistic random walks in random environment.

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