Appendix: Proof of the Renewal Theorem

1982 ◽  
pp. 113-116
Keyword(s):  
Renewal Theorem

On coupling of random walks and renewal processes

1996 ◽  
Vol 33 (1) ◽  
pp. 122-126
Author(s):  
Torgny Lindvall ◽  
L. C. G. Rogers
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Simple Random Walk ◽  
Renewal Processes ◽  
Renewal Theorem ◽  
One Dimensional ◽  
Continuous State Space ◽  
Continuous State ◽  
Efficient Coupling ◽  
Blackwell's Renewal Theorem

The use of Mineka coupling is extended to a case with a continuous state space: an efficient coupling of random walks S and S' in can be made such that S' — S is virtually a one-dimensional simple random walk. This insight settles a zero-two law of ergodicity. One more proof of Blackwell's renewal theorem is also presented.

scholarly journals An elementary renewal theorem for random compact convex sets

1995 ◽  
Vol 27 (4) ◽  
pp. 931-942 ◽  
Author(s):  
Ilya S. Molchanov ◽  
Edward Omey ◽  
Eugene Kozarovitzky
Keyword(s):  
Support Function ◽  
Convex Sets ◽  
Compact Convex ◽  
Renewal Function ◽  
Renewal Theorem ◽  
Closed Sets ◽  
Random Closed Sets ◽  
Minkowski Sums ◽  
Image Position ◽  
Unit Vectors

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 where are Minkowski (element-wise) sums of i.i.d. random compact convex sets. In this paper we determine the limit of H(tK)/t as t tends to infinity. For K containing the origin as an interior point, where hK(u) is the support function of K and is the set of all unit vectors u with EhA(u) > 0. Other set-valued generalizations of the renewal function are also suggested.

scholarly journals A renewal theorem for random walks in multidimensional time

1987 ◽  
Vol 300 (2) ◽  
pp. 759-759 ◽  
Author(s):  
J. Galambos ◽  
K.-H. Indlekofer ◽  
I. K{átai
Keyword(s):  
Random Walks ◽  
Renewal Theorem

A note on filtered Markov renewal processes

1981 ◽  
Vol 18 (03) ◽  
pp. 752-756
Author(s):  
Per Kragh Andersen
Keyword(s):  
Renewal Process ◽  
Markov Renewal Process ◽  
Renewal Processes ◽  
Renewal Theorem ◽  
Markov Renewal Processes ◽  
The Moment

A Markov renewal theorem necessary for the derivation of the moment formulas for a filtered Markov renewal process stated by Marcus (1974) is proved and its applications are outlined.

scholarly journals Convergence Rates in the Implicit Renewal Theorem on Trees

2013 ◽  
Vol 50 (4) ◽  
pp. 1077-1088
Author(s):  
Predrag R. Jelenković ◽  
Mariana Olvera-Cravioto
Keyword(s):  
Fixed Point ◽  
Rate Of Convergence ◽  
Convergence Rates ◽  
Tail Asymptotics ◽  
Renewal Theorem ◽  
Branching Trees

We consider possibly nonlinear distributional fixed-point equations on weighted branching trees, which include the well-known linear branching recursion. In Jelenković and Olvera-Cravioto (2012), an implicit renewal theorem was developed that enables the characterization of the power-tail asymptotics of the solutions to many equations that fall into this category. In this paper we complement the analysis in our 2012 paper to provide the corresponding rate of convergence.

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