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We study a renewal problem within a periodic environment, departing from the classical renewal theory by relaxing the assumption of independent and identically distributed inter-arrival times. Instead, the conditional distribution of the…

Probability · Mathematics 2024-03-13 Quentin Cormier

An elementary renewal theorem and a Blackwell theorem provided by Jasiulis-Go{\l}dyn et al. (2020) in a setting of Kendall convolutions are proved under weaker hypothesis and extended to the Gamma class. Convergence rates of the limits…

Probability · Mathematics 2021-02-01 [M. Cadena , B. H. Jasiulis-Gołdyn , E. Omey

We introduce regenerative tree growth processes as consistent families of random trees with n labelled leaves, n>=1, with a regenerative property at branch points. This framework includes growth processes for exchangeably labelled Markov…

Probability · Mathematics 2013-09-30 Jim Pitman , Douglas Rizzolo , Matthias Winkel

Failure times of a machinery cannot always be assumed independent and identically distributed, e.g. if after reparations the machinery is not restored to a same-as-new condition. Framed within the renewal processes approach, a…

Applications · Statistics 2019-05-14 Arrigo Coen , Luis Gutiérrez , Ramsés H. Mena

We consider the well-known problem of the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time birth and death processes on $\mathbb{Z}$ with time varying and possible state-dependent…

Probability · Mathematics 2021-10-18 Yacov Satin , Rostislav Razumchik , Alexander Zeifman , Ivan Kovalev

A famous result in renewal theory is the Central Limit Theorem for renewal processes. As in applications usually only observations from a finite time interval are available, a bound on the Kolmogorov distance to the normal distribution is…

Probability · Mathematics 2018-07-24 Gesine Reinert , Ce Yang

Energy decay is established for the damped wave equation on compact Riemannian manifolds where the damping coefficient is allowed to depend on time. Using a time dependent observability inequality, it is shown that the energy of solutions…

Analysis of PDEs · Mathematics 2023-11-14 Perry Kleinhenz

Discrete distributions derived from renewal processes, ie distributions of the number of events by some time t are beginning to be used in econometrics and health sciences. A new fast method is presented for computation of the probabilities…

Methodology · Statistics 2016-10-20 Rose Baker , Tarak Kharrat

The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…

Probability · Mathematics 2021-05-21 Aleksandr Shchegolev

The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in…

Statistical Finance · Quantitative Finance 2008-12-29 M. S. Santhanam , Holger Kantz

This paper is concerned with the convergence rate of the solutions of nonlinear switched systems. We first consider a switched system which is asymptotically stable for a class of inputs but not for all inputs. We show that solutions…

Optimization and Control · Mathematics 2015-11-06 Philippe Jouan , Saïd Naciri

Branching processes are models used to describe populations that reproduce and die over time. In the classical setting, an individual's reproductive capacity remains constant throughout its lifetime. However, in real-world situations,…

Probability · Mathematics 2026-02-27 Daniela Bertacchi , Elena Montanaro , Fabio Zucca

The consensus problem, briefly stated, consists of having processes in an asynchronous distributed system agree on a value. It is widely known that the consensus problem does not have a deterministic solution that ensures both termination…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-07-15 Gabriel Rocha

It is more important to estimate the rate of convergence to a stationary distribution rather than only to prove the existence one in many applied problems of reliability and queuing theory. This can be done via standard methods, but only…

Probability · Mathematics 2020-12-03 Galina Zverkina

In this paper, we consider sums of values of degenerate falling factorials and give a probabilistic proof of a recurrence relation for them. This may be viewed as a degenerate version of the recent probabilistic proofs on sums of powers of…

Number Theory · Mathematics 2024-09-13 Taekyun Kim , Dae san Kim

Martingales constitute a basic tool in stochastic analysis; this paper considers their application to counting processes. We use this tool to revisit a renewal theorem and its extensions for various counting processes. We first consider a…

Probability · Mathematics 2018-12-27 Daryl J. Daley , Masakiyo Miyazawa

We derive recursions for the probability distribution of random sums by computer algebra. Unlike the well-known Panjer-type recursions, they are of finite order and thus allow for computation in linear time. This efficiency is bought by the…

Probability · Mathematics 2007-07-23 S. Gerhold , R. Warnung

Several terms in an asynptotic estimate for the renewal mass function ina discrete random walk which has positive mean and regularly varying right-hand tail are given. Similar results are given for the renewal density function in the…

Probability · Mathematics 2023-01-24 Ron Doney

Continuous-time random walks are generalisations of random walks frequently used to account for the consistent observations that many molecules in living cells undergo anomalous diffusion, i.e. subdiffusion. Here, we describe the…

Analysis of PDEs · Mathematics 2015-03-31 Hugues Berry , Thomas Lepoutre , Álvaro Mateos González

The aggregation of particles in the free molecular regime is determined approximately for situations with a high degree of translational energy equilibration. The mean particle sizes develop linearly in time. Scaling relations are used to…

Atomic and Molecular Clusters · Physics 2024-01-10 Klavs Hansen
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