Renewal theory (Q2734970)
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scientific article; zbMATH DE number 1639998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Renewal theory |
scientific article; zbMATH DE number 1639998 |
Statements
7 October 2002
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Blackwell's renewal theorem
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branching process
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coupling
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Markov chain
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key renegal theorem
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random walk
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regenerative process
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Renewal theory (English)
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This is a survey article on renewal theory incorporating standard topics like Blackwell's renewal theorem, renewal equations, the key renewal theorem and convergence of the forward and backward recurrence time. Also some selected specialized topics and examples are treated, the Blackwell-Feller-Orey theorem for random walks, Markov renewal theory, Kingman's regenerative phenomena, Poisson limits of superpositions, \((s,S)\) inventory models, dependent (stationary) increments, exponential estimates due to Goldie (1991) and perturbed renewal equations as treated by Schmidli (1997).NEWLINENEWLINEFor the entire collection see [Zbl 0961.60001].
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