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arxiv: 1412.2026 · v3 · pith:VLIAMQKWnew · submitted 2014-12-05 · 🧮 math.PR

On Multivariate Strong Renewal Theorem

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keywords contributionmultivariaterenewalsmall-so-calledstrongtheoremallows
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This paper takes the so-called probabilistic approach to the Strong Renewal Theorem (SRT) for multivariate distributions in the domain of attraction of a stable law. A version of the SRT is obtained that allows any kind of lattice-nonlattice composition of a distribution. A general bound is derived to control the so-called "small-$n$ contribution", which arises from random walk paths that have a relatively small number of steps but make large cumulative moves. The asymptotic negligibility of the small-$n$ contribution is essential to the SRT. Applications of the SRT are given, including some that provide a unified treatment to known results but with substantially weaker assumptions.

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