Results for convergence rates associated with renewal processes
Probability
2023-08-28 v1
Abstract
Via a coupling argument, it is proved that the solution to a renewal equation has a power law decay rate in the case of a spread out interarrival distribution. By the regenerative property, the convergence in distribution for the recurrence times of the renewal process is established as well as that of the compensator of the renewal counting process. All results are proved under mild assumptions of existence of moments.
Keywords
Cite
@article{arxiv.2308.13145,
title = {Results for convergence rates associated with renewal processes},
author = {Luis Iván Hernández Ruíz},
journal= {arXiv preprint arXiv:2308.13145},
year = {2023}
}