RENEWAL THEORY IN A RANDOM ENVIRONMENT

Authors
BAXTER LA LI LX
Citation
La. Baxter et Lx. Li, RENEWAL THEORY IN A RANDOM ENVIRONMENT, Mathematical proceedings of the Cambridge Philosophical Society, 116, 1994, pp. 179-190
Citations number
18
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Mathematical proceedings of the Cambridge Philosophical Society → ACNP
ISSN journal
03050041
Volume
116
Year of publication
1994
Part
1
Pages
179 - 190
Database
ISI
SICI code
0305-0041(1994)116:<179:RTIARE>2.0.ZU;2-Q
Abstract
A random environment is modelled by an arbitrary stochastic process, t he future of which is described by a sigma-algebra. Renewal processes and alternating renewal processes are defined in this environment by c onsidering the conditional distributions of random variables generated by the processes with respect to the sigma-algebra. Generalizations o f several of the standard limit theorems of renewal theory are derived .