Renewal theory
type: Item
instance of: scholarly article
zbMATH Open document ID: 0994.60081
publication date: 2002-10-07T00:00:00Z
Mathematics Subject Classification ID: 60K05
zbMATH DE Number: 1639998
zbMATH Keywords: Blackwell's renewal theorem
zbMATH Keywords: branching process
zbMATH Keywords: coupling
zbMATH Keywords: Markov chain
zbMATH Keywords: key renegal theorem
zbMATH Keywords: random walk
zbMATH Keywords: regenerative process
author: D. R. Grey
MaRDI profile type: Publication
title: Renewal theory
review text: 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].
reviewed by: Søren Asmussen
description: scientific article; zbMATH DE number 1639998