A complete coupling proof of Blackwell's renewal theorem

Hermann Thorisson

Stochastic Processes and their Applications, 1987, vol. 26, 87-97

Abstract: Blackwell's renewal theorem for non-lattice renewal processes with mean tecurrence time m states the expected number of renewals in a time-interval of length h tends to as the interval goes to infinity: This note presents a self-contained coupling proof of this result mending the drawbacks of earlier such proofs. Firstly, the proof is complete in the sense that it covers not only the case m

Keywords: Blackwell's; renewal; theorem; coupling (search for similar items in EconPapers)
Date: 1987
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