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Regular variation in renewal and Markov renewal theory

Published online by Cambridge University Press:  01 July 2016

Jozef L. Teugels*
Affiliation:
Catholic University of Louvain

Abstract

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Type
Second conference on stochastic processes and applications
Copyright
Copyright © Applied Probability Trust 1973 

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References

[1] Callaert, H. and Cohen, J. W. (1972) A lemma on regular variation of a transient renewal function. Z. Warscheinlichkeitsth. 24, 275278.Google Scholar
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[3] Prizva, G. I. (1972) A limit theorem for semi-Markov processes. Dopovidi. Akad. Nauk. Ukrain. RSR Ser. A. (1968), 820–824. Selected Transl. Math. Statist. Prob. 10, 2227.Google Scholar
[4] Teugels, J. L. (1970) Regular variation of Markov renewal functions. J. London Math. Soc. 2, 179190.Google Scholar
[5] Yackel, J. (1956) Limit theorems for semi-Markov processes. Trans. Amer. Math. Soc. 123, 402424.Google Scholar