Necessary and sufficient conditions for the strong renewal theorem for random walks
Necessary and sufficient conditions for the strong renewal theorem for random walks
Let be an aperiodic random walk whose increment distribution belongs to , where and . Let and denote the conditions stated in the source, and let denote the strong renewal theorem (SRT). Random-walk strong renewal conjecture. The conditions and are necessary and sufficient for the SRT to hold for any such random walk. The question asks whether the renewal-process result extends to random walks; the supplied text does not establish the assertion or provide evidence that it has been resolved.
Sources & referencesView supporting material
Primary source
R. A. Doney, “The strong renewal theorem with infinite mean via local large deviations”, arXiv:1507.06790 (2017).
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