论文信息 - On Coupling of continuous-time renewal processes

On Coupling of continuous-time renewal processes

This paper shows how the coupling method applies to renewal theory in continuous time. Old and new rate results for tendency towards equilibrium and forgetfulness of initial delay are obtained. The coupling approach also provides a new way of analysing the asymptotics of functions of renewal processes which avoids the route via a renewal equation.

T. Lindvall

[1] P. Ney. A refinement of the coupling method in renewal theory , 1981 .

[2] T. Lindvall. On coupling of discrete renewal processes , 1979 .

[3] E. Nummelin,et al. A splitting technique for Harris recurrent Markov chains , 1978 .

[4] K. Athreya,et al. A New Approach to the Limit Theory of Recurrent Markov Chains , 1978 .

[5] R. Tweedie,et al. Uniform limit theorems for non-singular renewal and Markov renewal processes , 1978, Journal of Applied Probability.

[6] J. Pitman. Uniform rates of convergence for Markov chain transition probabilities , 1974 .

[7] C. J. Stone,et al. On Absolutely Continuous Components and Renewal Theory , 1966 .