A martingale view of Blackwell’s renewal theorem and its extensions to a general counting process
DOI10.1017/jpr.2019.35zbMath1415.60100arXiv1712.06278OpenAlexW2964924654MaRDI QIDQ5226261
Masakiyo Miyazawa, Daryl J. Daley
Publication date: 31 July 2019
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.06278
renewal processsemimartingalekey renewal theoremBlackwell's renewal theoremWald's identitypalm distributionmodulated renewal processSmith's asymptotic formulaestationary intervals
Processes in random environments (60K37) Continuous-time Markov processes on discrete state spaces (60J27) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
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