On Subordinated Distributions and Generalized Renewal Measures

Abstract

Let $(X_k)_{k\in\mathbb{N}}$ be a sequence of i.i.d. random variables with partial sums $S_0 = 0, S_n = \sum^n_{k=1} X_k$. We investigate the behaviour of $\sum^\infty_{n=0} a_nP(S_n \in x + A)$ as $x \rightarrow \pm \infty$, where $(a_n)_{n\in\mathbb{N}_0}$ is a sequence of nonnegative numbers and $A \subset \mathbb{R}$ is a fixed Borel set.