An elementary renewal theorem for random compact convex sets

An elementary renewal theorem for random compact convex sets

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Article ID: iaor1997317
Country: United Kingdom
Volume: 27
Issue: 4
Start Page Number: 931
End Page Number: 942
Publication Date: Dec 1995
Journal: Advances in Applied Probability
Authors: , ,
Keywords: stochastic processes
Abstract:

A set-valued analog of the elementary renewal theorem for Minkowski sums of random closed sets is considered. The corresponding renewal function is defined as equ1, where equ2 are Minkowski (element-wise) sums of i.i.d. random compact convex sets. In this paper the authors determine the limit of equ3 as t tends to infinity. For K containing the origin as an interior point,equ4, where hK(u) is the support function of K>a0.5<IT>and equ5 is the set of all unit vectors u with equ6. Other set-valued generalizations of the renewal function are also suggested.

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