Superposition of renewal processes in a random environment

Linxiong Li

Statistics & Probability Letters, 1997, vol. 35, issue 3, 297-305

Abstract: A random environment is modeled by an arbitrary stochastic process, the future of which is described by a [sigma]-algebra. Baxter and Li (1994) discussed generalizations of standard limit theorems of renewal theory to the case where a random environment is involved. In this paper, we consider superposition of renewal processes in a random environment. In particular, the central limit theorem and other limiting properties of superposition of renewal processes in a random environment are derived.

Keywords: Central; limit; theorem; Residual; life; Current; life; [sigma]-algebra; Reverse; martingale (search for similar items in EconPapers)
Date: 1997
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