Extensions of a renewal theorem
Walter L. Smith · Mathematical Proceedings of the Cambridge Philosophical Society · 1955
Let X1, X2, X3,… be a sequence of independent, identically distributed, absolutely continuous random variables whose first moment is μ1. Let Sk = X1 + X2 + … + Xk, and let fk(x) be the frequency function of Sk, defined as the k-fold convolution of f1(x). When f1(x) has been defined for all x, fk(x) is uniquely defined for all k, x. Write