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Asymptotic Expansions for Perturbed Discrete Time Renewal Equations

In this thesis we study the asymptotic behaviour of the solution of a discrete time renewal equation depending on a small perturbation parameter. In particular, we construct asymptotic expansions for the solution of the renewal equation and related quantities. The results are applied to studies of quasi-stationary phenomena for regenerative processes and asymptotics of ruin probabilities for a discrete time analogue of the Cramér-Lundberg risk model.

Identiferoai:union.ndltd.org:UPSALLA1/oai:DiVA.org:su-95490
Date January 2013
CreatorsPetersson, Mikael
PublisherStockholms universitet, Matematiska institutionen
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeLicentiate thesis, comprehensive summary, info:eu-repo/semantics/masterThesis, text
Formatapplication/pdf
Rightsinfo:eu-repo/semantics/openAccess

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