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This paper presents a new proof of the renewal theorem by bijecting a general point process to a deterministic one (where the time between events is always fixed). It also provides insight into the workings of the renewal theorem.

概率论 · 数学 2021-08-03 Rohit Pandey

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…

概率论 · 数学 2014-04-23 Maria Vlasiou

Non-linear renewal theory is extended to include random walks perturbed by both a slowly changing sequence and a stationary one. Main results include a version of the Key Renewal Theorem, a derivation of the limiting distribution of the…

统计理论 · 数学 2007-06-13 Dong-Yun Kim , Michael Woodroofe

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…

统计理论 · 数学 2007-06-13 Keiji Nagai , Cun-Hui Zhang

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…

概率论 · 数学 2018-08-16 B. H. Jasiulis-Gołdyn , K. Naskręt , J. K. Misiewicz , E. Omey

This paper introduces a discrete-time fractional Poisson process defined as a renewal process, where the waiting times follow a discrete Mittag-Leffler distribution. We investigate its fundamental properties by explicitly deriving the…

概率论 · 数学 2026-05-06 Naohiro Yoshida

In dimension $d\geq3$, we present a general assumption under which the renewal theorem established by Spitzer for i.i.d. sequences of centered nonlattice r.v. holds true. Next we appeal to an operator-type procedure to investigate the…

概率论 · 数学 2010-09-30 Denis Guibourg , Loïc Hervé

In this paper, we establish a general discrete Fourier restriction theorem. As an application, we make some progress on the discrete Fourier restriction associated with KdV equation.

偏微分方程分析 · 数学 2017-10-05 Xudong Lai , Yong Ding

Renewal processes are broadly used to model stochastic behavior consisting of isolated events separated by periods of quiescence, whose durations are specified by a given probability law. Here, we identify the minimal sufficient statistic…

统计力学 · 物理学 2023-07-19 Sarah Marzen , James P. Crutchfield

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…

概率论 · 数学 2012-07-06 Boris Tsirelson

We consider a renewal-reward process with multivariate rewards. Such a process is constructed from an i.i.d.\ sequence of time periods, to each of which there is associated a multivariate reward vector. The rewards in each time period may…

概率论 · 数学 2014-08-08 Brendan Patch , Yoni Nazarathy , Thomas Taimre

We establish sharp large deviation principles for cumulative rewards associated with a discrete-time renewal model, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. The framework we…

概率论 · 数学 2023-04-24 Marco Zamparo

The aim of our paper is to formulate and solve problems concerning multitime multiple recurrence equations. We discuss in detail the generic properties and the existence and uniqueness of solutions. Among the general things, we discuss in…

动力系统 · 数学 2015-06-09 Cristian Ghiu , Raluca Tuliga , Constantin Udriste

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…

概率论 · 数学 2015-04-16 Bojan Basrak

We introduce methods that allow to derive continuous-time versions of various discrete-time ergodic theorems. We then illustrate these methods by giving simple proofs and refinements of some known results as well as establishing new results…

动力系统 · 数学 2011-09-09 V. Bergelson , A. Leibman , C. G. Moreira

We construct a renewal structure for random walks on surface groups. The renewal times are defined as times when the random walks enters a particular type of a cone and never leaves it again. As a consequence, the trajectory of the random…

概率论 · 数学 2016-09-16 Peter Haissinsky , Pierre Mathieu , Sebastian Mueller

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 famous result in renewal theory is the Central Limit Theorem for renewal processes. As in applications usually only observations from a finite time interval are available, a bound on the Kolmogorov distance to the normal distribution is…

概率论 · 数学 2018-07-24 Gesine Reinert , Ce Yang

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…

概率论 · 数学 2016-12-01 J. -B Bardet , A Christen , J Fontbona

The multitime multiple recurrences are common in analysis of algorithms, computational biology, information theory, queueing theory, filters theory, statistical physics etc. The theoretical part about them is little or not known. That is…

动力系统 · 数学 2015-06-10 Cristian Ghiu , Raluca Tuliga , Constantin Udriste
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