© 1988 by London Mathematical Society
Harmonic Renewal Sequences and the First Positive Sum
Department of Mathematics, Imperial College of Science and Technology London SW7 2BZ
With a probability distribution p on the integers, regarded as a sequence, we associate its harmonic renewal sequence
. Let h+ = v(
1), h = v(
(
-1 +
1)), where
x is the unit mass at x. We characterize summability of v(p)h+, v(p)h in terms of p. This enables us to compare the asymptotic behaviour of p and v(p) and to obtain expansions.
Harmonic renewal sequences are important for lattice-type random walks. Our results lead to tail expansions for ladder height distributions.