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 . The periodicity property of is expressed as , where . For a fixed time , we define as the count of events occurring up to time . The focus is on two temporal aspects: , the time elapsed since the last event, and , the time until the next event occurs, given by and . The study explores the long-term behavior of the distributions of and .
Keywords
Cite
@article{arxiv.2403.07439,
title = {Renewal theorems in a periodic environment},
author = {Quentin Cormier},
journal= {arXiv preprint arXiv:2403.07439},
year = {2024}
}