Superimposed non-stationary renewal processes

Abstract

For superposition of independent, stationary renewal processes, it is well known that the distribution of waiting time between events for the superimposed process is approximately exponential if the number of processes involved is sufficiently large, (see Khintchine (1960), Ososkov (1956)). We assume that all component processes have the same age t, and we generalize the classical result to show that even for t finite (non-stationary case), the limiting waiting time distribution (as the number of processes increases) is exponential with a scale parameter which depends on t through the average of the individual process renewal densities.