Applications of the key renewal theorem: Crudely regenerative processes

Applications of the key renewal theorem: Crudely regenerative processes

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Article ID: iaor19932372
Country: Israel
Volume: 29
Issue: 2
Start Page Number: 384
End Page Number: 395
Publication Date: Jun 1992
Journal: Journal of Applied Probability
Authors:
Abstract:

Limit statements obtainable by the key renewal theorem are of the form EXt=v(t)+o(1), as t⇒•. The paper shows how to delineate the limit function v for processes X associated with crudely regenerative phenomena. Included are refinements of classical limit theorems for Markov and regenerative processes, limits of sums of stationary random variables, and limits for integrals and derivatives of EXt.

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