We consider regenerative systems on the real line and study their structure. Local times and exit systems are defined. This leads to time changes and last exit decompositions. We establish a correspondence between stationary regenerative systems and Markov additive processes which are stationary in the space component.
Publié le : 1988-07-14
Classification:
Regenerative systems,
local times,
exit systems,
time changes,
last exit decompositions,
Markov additive processes,
stationarity,
60K05,
60J55,
60J25,
60J50,
60G17
@article{1176991693,
author = {Kaspi, H. and Maisonneuve, B.},
title = {Regenerative Systems on the Real Line},
journal = {Ann. Probab.},
volume = {16},
number = {4},
year = {1988},
pages = { 1306-1332},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991693}
}
Kaspi, H.; Maisonneuve, B. Regenerative Systems on the Real Line. Ann. Probab., Tome 16 (1988) no. 4, pp. 1306-1332. http://gdmltest.u-ga.fr/item/1176991693/