Measure-branching renewal processes

Serik Sagitov

Stochastic Processes and their Applications, 1994, vol. 52, issue 2, 293-307

Abstract: Consider a generalized renewal process where elements are replaced by a random number of new elements. The corresponding generalization of the residual lifetime at t is a random measure [mu]t(du) on [0, [infinity]). The measure-valued process {[mu]t(du), t >= 0} is a homogeneous Markov process. We obtain a measure-branching approximation for {n-1 [mu]Tt(T du), t >= 0} as n --> [infinity] and T = T(n) --> [infinity].

Keywords: General; branching; process; Immigration; Residual; lifetime; Measure-branching; process (search for similar items in EconPapers)
Date: 1994
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