Related papers: Renewal theorems in a periodic environment
We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…
We consider a renewal process with regularly varying stationary and weakly dependent steps, and prove that the steps made before a given time $t$, satisfy an interesting invariance principle. Namely, together with the age of the renewal…
We consider a branching population where individuals have i.i.d.\ life lengths (not necessarily exponential) and constant birth rate. We let $N_t$ denote the population size at time $t$. %(called homogeneous, binary Crump--Mode--Jagers…
We consider renewal stochastic processes generated by non-independent events from the perspective that their basic distribution and associated generating functions obey the statistical-mechanical structure of systems with interacting…
If the inter-arrival time distribution of a renewal process is regularly varying with index $\alpha\in\left( 0,1\right) $ (i.e. the inter-arrival times have infinite mean) and if $A\left( t\right) $ is the associated age process at time…
H-theorem gives necessary conditions for a system to evolve in time with a non-diminishing entropy. In a quantum case the role of H-theorem plays the unitality criteria of a quantum channel transformation describing the evolution of the…
Renewal processes with heavy-tailed power law distributed sojourn times are commonly encountered in physical modelling and so typical fluctuations of observables of interest have been investigated in detail. To describe rare events the rate…
According to a theorem of S. Schumacher and T. Brox, for a diffusion $X$ in a Brownian environment it holds that $(X_t-b_{\log t})/\log^2t\to 0 $ in probability, as $t\to\infty$, where $b_{\cdot}$ is a stochastic process having an explicit…
We consider renewal processes where events, which can for instance be the zero crossings of a stochastic process, occur at random epochs of time. The intervals of time between events, $\tau_{1},\tau_{2},...$, are independent and identically…
Traditionally, population models distinguish individuals on the basis of their current state. Given a distribution, a discrete time model then specifies (precisely in deterministic models, probabilistically in stochastic models) the…
We consider the statistics of occupation times, the number of visits at the origin and the survival probability for a wide class of stochastic processes, which can be classified as renewal processes. We show that the distribution of these…
In the renewal processes, if the waiting time probability density function is a tempered power-law distribution, then the process displays a transition dynamics; and the transition time depends on the parameter $\lambda$ of the exponential…
By means of the shift operators we introduce a new periodicity concept on time scales. This new approach will enable researchers to investigate periodicity notion on a large class of time scales whose members may not satisfy the condition:…
Many regenerative arguments in stochastic processes use random times which are akin to stopping times, but which are determined by the future as well as the past behaviour of the process of interest. Such arguments based on "conditioning on…
The treatment of time in relativity does not conform to that in quantum theory. In the context of quantum gravity this is called "the problem of time". A crucial difference is that time $t$ may be seen as an observable in relativity theory,…
In neuroscience, the time elapsed since the last discharge has been used to predict the probability of the next discharge. Such predictions can be improved taking into account the last two discharge times, and possibly more. Such multi-time…
We review the theory of renewal reward processes, which describes renewal processes that have some cost or reward associated with each cycle. We present a new simplified proof of the renewal reward theorem that mimics the proof of the…
In this paper we propose some continuation theorems for the periodic problem \begin{equation*} \begin{cases} \, x_{i}' = g_{i}(t,x_{i+1}), &i=1,\ldots,n-1, \\ \, x_{n}' = h(t,x_{1},\ldots,x_{n}), \\ \, x_{i}(0)=x_{i}(T), &i=1,\ldots,n,…
Inverse power law distributions are generally interpreted as a manifestation of complexity, and waiting time distributions with power index \mu < 2 reflect the occurrence of ergodicity breaking renewal events. In this Letter we show how to…
Stochastic resetting can be naturally understood as a renewal process governing the evolution of an underlying stochastic process. In this work, we formally derive well-known results of diffusion with resets from a renewal theory…