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Renewal theory in a random environment
Published online by Cambridge University Press: 24 October 2008
Abstract
A random environment is modelled by an arbitrary stochastic process, the future of which is described by a σ-algebra. Renewal processes and alternating renewal processes are defined in this environment by considering the conditional distributions of random variables generated by the processes with respect to the σ-algebra. Generalizations of several of the standard limit theorems of renewal theory are derived.
- Type
- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 116 , Issue 1 , July 1994 , pp. 179 - 190
- Copyright
- Copyright © Cambridge Philosophical Society 1994
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