A Renewal Model with Randomly Selected Parameters
Solomon, Frederick
Ann. Probab., Tome 8 (1980) no. 6, p. 622-629 / Harvested from Project Euclid
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Let $\{\mu_1, \mu_2, \cdots\}$ be chosen from a strictly stationary, ergodic sequence of random variables each with distribution concentrated on $(0, \infty)$. Let $S_n = T_1 + \cdots + T_n$ be a sum of independent random variables where $T_j$ is exponential with mean $\mu_j$. Limiting properties of $S_n$ are considered. More limiting properties are derived under the assumption that $\{\mu_1, \mu_2, \cdots\}$ is strongly mixing and then under the assumption of independence.
Publié le : 1980-06-14
Classification:  Renewal process,  jump process,  exponential distribution,  60K05,  60J75 
@article{1176994733,
     author = {Solomon, Frederick},
     title = {A Renewal Model with Randomly Selected Parameters},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 622-629},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994733}
}

Solomon, Frederick. A Renewal Model with Randomly Selected Parameters. Ann. Probab., Tome 8 (1980) no. 6, pp.  622-629. http://gdmltest.u-ga.fr/item/1176994733/