Superposed continuous renewal processes A Markov renewal approach

Gerold Alsmeyer

Stochastic Processes and their Applications, 1996, vol. 61, issue 2, 311-322

Abstract: Lam and Lehoczky (1991) have recently given a number of extensions of classical renewal theorems to superpositions of p independent renewal processes. In this article we want to advertise an approach that more explicitly uses a Markov renewal theoretic framework and thus leads to a simplified derivation of their main results together with a number of new ones. Those include a Stone-type decomposition for the resulting Markov renewal measure and a number of convergence rate results which extend the corresponding results for single renewal processes.

Keywords: Superpositions; Markov; renewal; equation; Markov; renewal; theorem; Stone-type; decomposition; Convergence; rates; Coupling (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (6)

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