English

Renewal theorems in a periodic environment

Probability 2024-03-13 v1

Abstract

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 next arrival time, given the current one, is governed by a periodic kernel, denoted as HH. The periodicity property of HH is expressed as P(Tk+1>t  Tk)=H(t,Tk)\mathbb{P}(T_{k+1} > t ~ |~ T_k) = H(t, T_k), where H(t+T,s+T)=H(t,s)H(t+T,s+T) = H(t, s). For a fixed time tt, we define NtN_t as the count of events occurring up to time tt. The focus is on two temporal aspects: YtY_t, the time elapsed since the last event, and XtX_t, the time until the next event occurs, given by Yt=tTNtY_t = t - T_{N_t} and Xt=TNt+1tX_t = T_{N_{t}+1} - t. The study explores the long-term behavior of the distributions of XtX_t and YtY_t.

Keywords

Cite

@article{arxiv.2403.07439,
  title  = {Renewal theorems in a periodic environment},
  author = {Quentin Cormier},
  journal= {arXiv preprint arXiv:2403.07439},
  year   = {2024}
}
R2 v1 2026-06-28T15:16:55.203Z