Geluk, J.L.; Frenk, J.B.G. - In: Statistics & Probability Letters 81 (2011) 1, pp. 77-82
Let X1,X2,...Xn be independent and identically distributed (i.i.d.) non-negative random variables with a common distribution function (d.f.) F with unbounded support and . We show that for a large class of heavy tailed random variables with a finite variance the renewal function U satisfies as...
