32 citations · 144 across the 14 of their papers we have counts for
16 papers
Local behaviour of the remainder in Renewal theory
Ron Doney
Several terms in an asynptotic estimate for the renewal mass function ina discrete random walk which has positive mean and regularly varying right-hand tail are given. Similar resu…
The remainder in the Renewal Theorem
Ron Doney
If the step distribution in a renewal process has finite mean and regularly varying tail with index -α, 1<α<2, the first two terms in the asymptotic expansion of the renewal functi…
On distributions determined by their upward, space-time Wiener-Hopf factor
Loïc Chaumont, Ron Doney
According to the Wiener-Hopf factorization, the characteristic function of any probability distribution on can be decomposed in a unique way as \[1-sφ(t)=[1-χ_…
Local large deviations and the strong renewal theorem
Francesco Caravenna, Ron Doney
We establish two different, but related results for random walks in the domain of attraction of a stable law of index . The first result is a local large deviation upper bound,…
The strong renewal theorem with infinite mean via local large deviations
R. A. Doney
A necessary and sufficient condition is established for an asymptotically stable renewal process to satisfy the strong renewal theorem. This result is valid for all alpha in (0, 1)…
Windings of planar stable processes
Ron A. Doney, Stavros Vakeroudis
Using a generalization of the skew-product representation of planar Brownian motion and the analogue of Spitzer's celebrated asymptotic Theorem for stable processes due to Bertoin…