Construction of a stationary regenerative process

Hermann Thorisson

Stochastic Processes and their Applications, 1992, vol. 42, issue 2, 237-253

Abstract: This paper presents a simple construction of a stationary version of a regenerative process with finite mean inter-regeneration times. The construction is useful for coupling and simulation purposes and extends immediately to regeneration of the type occurring in Harris chains.

Date: 1992
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