Abstract
Limit Statements obtainable by the key renewal theorem are of the form EXt = v(t) + o(1), as t →∞. We show how to delineate the limit function v for processes X associated with crudely regenerative phenomena. Included are refinements of classical limit theorems for Markov and regenerative processes, limits of sums of stationary random variables, and limits for integrals and derivatives of EXt.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
6 articles.
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