A note on a strong renewal theorem

1977 ◽  
Vol 5 (2) ◽  
pp. 213-218
Author(s):  
N. R. Mohan
Keyword(s):  
Renewal Theorem ◽  
Strong Renewal Theorem

On coupling of random walks and renewal processes

1996 ◽  
Vol 33 (1) ◽  
pp. 122-126
Author(s):  
Torgny Lindvall ◽  
L. C. G. Rogers
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Simple Random Walk ◽  
Renewal Processes ◽  
Renewal Theorem ◽  
One Dimensional ◽  
Continuous State Space ◽  
Continuous State ◽  
Efficient Coupling ◽  
Blackwell's Renewal Theorem

The use of Mineka coupling is extended to a case with a continuous state space: an efficient coupling of random walks S and S' in can be made such that S' — S is virtually a one-dimensional simple random walk. This insight settles a zero-two law of ergodicity. One more proof of Blackwell's renewal theorem is also presented.

scholarly journals An elementary renewal theorem for random compact convex sets

1995 ◽  
Vol 27 (4) ◽  
pp. 931-942 ◽  
Author(s):  
Ilya S. Molchanov ◽  
Edward Omey ◽  
Eugene Kozarovitzky
Keyword(s):  
Support Function ◽  
Convex Sets ◽  
Compact Convex ◽  
Renewal Function ◽  
Renewal Theorem ◽  
Closed Sets ◽  
Random Closed Sets ◽  
Minkowski Sums ◽  
Image Position ◽  
Unit Vectors

A set-valued analog of the elementary renewal theorem for Minkowski sums of random closed sets is considered. The corresponding renewal function is defined as where are Minkowski (element-wise) sums of i.i.d. random compact convex sets. In this paper we determine the limit of H(tK)/t as t tends to infinity. For K containing the origin as an interior point, where hK(u) is the support function of K and is the set of all unit vectors u with EhA(u) > 0. Other set-valued generalizations of the renewal function are also suggested.

scholarly journals A renewal theorem for random walks in multidimensional time

1987 ◽  
Vol 300 (2) ◽  
pp. 759-759 ◽  
Author(s):  
J. Galambos ◽  
K.-H. Indlekofer ◽  
I. K{átai
Keyword(s):  
Random Walks ◽  
Renewal Theorem
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