A Contribution to Renewal Theory1

نویسنده

  • JOHN LAMPERTI
چکیده

represent in renewal theory the elapsed lifetimes of the "item in use" at time t. The limiting behavior of Y% as t—* °° has been extensively studied; if ju = £(X¿) < oo, Yt itself has a limiting distribution [8; 2] while if p= oo, the generalized arc-sine laws emerge as the possible limit distributions of Yt/t [2; 6]. It may be remarked that Yt forms a Markov process with right-continuous path functions. The purpose of this paper is to analyze similarly the limiting behavior of two other random variables associated with the sequence {Xi} ; they are

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تاریخ انتشار 2010