相关论文: A simple proof of Blackwell's renewal theorem by m…

We investigate a connection between generalized Fibonacci numbers and renewal theory for stochastic processes. Using Blackwell's renewal theorem we find an approximation to the generalized Fibonacci numbers. With the help of error estimates…

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…

The purpose of this note is to prove the celebrated Discrete Renewal Theorem in a common special case. We use only very elementary methods from real analysis, rather than markov chain theory, complex analysis, or generating functions.…

A uniform key renewal theorem is deduced from the uniform Blackwell's renewal theorem. A uniform LDP (large deviations principle) for renewal-reward processes is obtained, and MDP (moderate deviations principle) is deduced under conditions…

We prove several forms of renewal theorem tailored to renewal processes with marks and clusters. In particular, for an i.i.d. sequence $(\xi_i,X_i)_{i \geq 0}$, where $\xi_0$ denotes a finite point process on $\mathbb{R}$ and $X_0$ denotes…

Let $\{q_n\}_{n=0}^\infty\subset [0,1]$ satisfy $q_0=0$, $\sum_{n=0}^\infty q_n=1$, and $\gcd\{n\geq 1\mid q_n\neq 0\}=1$. We consider the following process: Let $x$ be a real number. We first set $x=0$. Then $x$ is increased by $i$ with…

Renewal theorems are developed for point processes with interarrival times $W_n=\xi(X_{n+1}X_n\cdots)$, where $(X_n)_{n\in\mathbb Z}$ is a stochastic process with finite state space $\Sigma$ and $\xi\colon\Sigma_A\to\mathbb R$ is a H\"older…

The paper deals with renewal theory for a class of extremal Markov sequences connected with the Kendall convolution. We consider here some particular cases of the Wold processes associated with generalized convolutions. We prove an analogue…

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…

We establish explicit exponential convergence estimates for the renewal theorem, in terms of a uniform component of the inter arrival distribution, of its Laplace transform which is assumed finite on a positive interval, and of the Laplace…

Let $(\xi_k,\eta_k)_{k\in\mathbb{N}}$ be independent identically distributed random vectors with arbitrarily dependent positive components. We call a (globally) perturbed random walk a random sequence $(T_k)_{k\in\mathbb{N}}$ defined by…

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…

Let $(\xi_k,\eta_k)_{k\in\mathbb{N}}$ be independent identically distributed random vectors with arbitrarily dependent positive components. We call a (globally) perturbed random walk a random sequence $T:=(T_k)_{k\in\mathbb{N}}$ defined by…

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…

A uniform law of large numbers and a central limit theorem are established via a martingale approach for a univariate Hawkes process with immigration given by a renewal process. The results are obtained for renewal processes with absolutely…

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…

We provide yet another proof of the existence of calibrated forecasters; it has two merits. First, it is valid for an arbitrary finite number of outcomes. Second, it is short and simple and it follows from a direct application of…

We refine previous results concerning the Renewal Contact Processes. We significantly widen the family of distributions for the interarrival times for which the critical value can be shown to be strictly positive. The result now holds for…

A derangement is a permutation with no fixed point, and a nonderangement is a permutation with at least one fixed point. There is a one-term recurrence for the number of derangements of $n$ elements, and we describe a bijective proof of…

Time's apparent passage has long been debated by philosophers, with no decisive argument for or against its objective existence. In this paper we show that introducing the issue of determinism gives the debate a new, empirical twist. We…