Blackwell-type Theorems for Weighted Renewal Functions

Alexander A. Borovkov, Konstantin A. Borovkov

For a numerical sequence $a_n$ satisfying broad assumptions on its "behaviour on average" and a random walk $S_n={\xi }_1+...+{\xi }_n$ with i.i.d. jumps ${\xi }_j$ with positive mean $\mu$, we…