Existence of Limits in Regenerative Processes

Miller, Douglas R.

Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1275-1282 / Harvested from Project Euclid

Résumé

Feller (1966) claims that a regenerative stochastic process with a non-lattice interarrival-time distribution has a limiting distribution. This is true if (i) the class of interarrival-time distributions is restricted, or (ii) regularity conditions are imposed on the sample paths of the process.

Publié le : 1972-08-14
Classification:

@article{1177692478,
     author = {Miller, Douglas R.},
     title = {Existence of Limits in Regenerative Processes},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1275-1282},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692478}
}

Miller, Douglas R. Existence of Limits in Regenerative Processes. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1275-1282. http://gdmltest.u-ga.fr/item/1177692478/