Construction of a stationary regenerative process
type: Item
instance of: scholarly article
title: Construction of a stationary regenerative process
zbMATH Open document ID: 0765.60024
DOI: 10.1016/0304-4149(92)90037-Q
author: Hermann Thorisson
published in: Stochastic Processes and their Applications
publication date: 1992-10-04T00:00:00Z
review text: Let \(Z_ s\) be a regenerative process with regenerative times \(S_ n\). The main purpose of the paper is the construction of a stationary version \((Z^*,S^*)\) via some random timeshifting. This is carried out for finite expectation of the renewals. Instead of a càdlàg process the author imposes pathwise measurability, i.e. measurability of \(Z:\Omega\times[0,\infty)\mapsto\) state space.
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 68095
zbMATH Keywords: coupling
zbMATH Keywords: Harris chains
zbMATH Keywords: regenerative process
zbMATH Keywords: random timeshifting
reviewed by: Uwe Rösler
MaRDI profile type: Publication
cites work: Q3026011
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description: scientific article; zbMATH DE number 68095