Pairs of renewal processes whose superposition is a renewal process

Authors
Citation
Ja. Ferreira, Pairs of renewal processes whose superposition is a renewal process, STOCH PR AP, 86(2), 2000, pp. 217-230
Citations number
15
Categorie Soggetti
Mathematics
Journal title
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN journal
03044149 → ACNP
Volume
86
Issue
2
Year of publication
2000
Pages
217 - 230
Database
ISI
SICI code
0304-4149(200004)86:2<217:PORPWS>2.0.ZU;2-7
Abstract
A renewal process is called ordinary if its inter-renewal times are strictl y positive. S.M. Samuels proved in 1974 that if the superposition of two or dinary renewal processes is an ordinary renewal process, then all processes are Poisson. This result is generalized here to the case of processes whos e inter-renewal times may be zero. We show that, besides the Poisson proces ses, there are two pairs of binomial-like processes whose superposition is a renewal process. A new proof of Samuels's theorem is included, which, unl ike the original, does not require the renewal theorem. If the two processe s are assumed identical, then a very simple proof is possible. (C) 2000 Els evier Science B.V. All rights reserved.