Renewal theory for extremal Markov sequences of the Kendall type
Probability
2018-08-16 v2
Abstract
The paper deals with renewal theory for a class of extremal Markov sequences connected with the Kendall convolution. We consider here some particular cases of the Wold processes associated with generalized convolutions. We prove an analogue of the Fredholm theorem for all regular generalized convolutions algebras. Using regularly varying functions we prove a Blackwell theorem for renewal processes defined by Kendall random walks.
Keywords
Cite
@article{arxiv.1803.11090,
title = {Renewal theory for extremal Markov sequences of the Kendall type},
author = {B. H. Jasiulis-Gołdyn and K. Naskręt and J. K. Misiewicz and E. Omey},
journal= {arXiv preprint arXiv:1803.11090},
year = {2018}
}