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An alternative proof of Lorden&s renewal inequality

Published online by Cambridge University Press:  01 July 2016

Hasse Carlsson  and
Olle Nerman
Hasse Carlsson*
Affiliation:
Chalmers University of Technology and University of Göteborg
Olle Nerman*
Affiliation:
Chalmers University of Technology and University of Göteborg
*
∗Postal address: Department of Mathematics, Chalmers University of Technology and the University of Göteborg, S-412 96 Göteborg, Sweden.
∗Postal address: Department of Mathematics, Chalmers University of Technology and the University of Göteborg, S-412 96 Göteborg, Sweden.
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Abstract

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Type
Letters to the Editor
Information
Advances in Applied Probability , Volume 18 , Issue 4 , December 1986 , pp. 1015 - 1016
Copyright
Copyright © Applied Probability Trust 1986 

References

1. Daley, D. J. (1980) Tight bounds for the renewal function of a random walk. Ann. Prob. 8, 615–621.Google Scholar
2. Feller, W. (1971) An Introduction to Probability Theory and its Applications. Vol. 2, 2nd edn. Wiley, New York.Google Scholar
3. Lorden, G. (1970) On excess over the boundary. Ann. Math. Statist. 41, 520–527.CrossRefGoogle Scholar