Periodic regeneration (Q1062681): Difference between revisions

The author considers stochastic processes \(Z=(Z_ t)_{t\in [0,\infty)}\), on a general state space, having a certain periodic regeneration property: there is an increasing sequence of random times \((S_ n)_ 0^{\infty}\) such that the \(post\)-S\({}_ n\) process is conditionally independent of \(S_ 0,...,S_ n\) given \((S_ n\) mod 1) and the conditional distribution does not depend on n. Under the basic condition that the distributions \(P_ s(A)={\mathbb{P}}(S_{n+1}-S_ n\in A| S_ n=s)\), \(s\in [0,1)\) have a common component that is absolutely continuous w.r.t. Lebesgue measure, Z has the following time- homogeneous regeneration property: there exists a discrete aperiodic renewal process \(T=(T_ n)_ 0^{\infty}\) such that the \(post\)-T\({}_ n\) process is independent of \(T_ 0,...,T_ n\) and its distribution does not depend on n; this yields weak ergodicity. Further, the Markov chain \((S_ n\) mod 1)\({}_ 0^{\infty}\) has an invariant distribution \(\pi_{[0,1)}\) and it holds that \(T_{n+1}-T_ n\) has finite first moment if and only if \(m=\int m(P_ s)\pi_{[0,1)}(ds)<\infty\) where \(m(P_ s)\) is the first moment of \(P_ s\); this yields periodic ergodicity. Also, some distributional properties of \(T_ 0\) and \(T_{n+1}-T_ n\) are established leading to improved ergodic results. Finally, a uniform key periodic renewal theorem is derived. An interesting application of the results of this paper deals with population growth in periodically varying environment; see \textit{P. Jagers} and \textit{O. Nerman}, Ann. Probab. 13, 254-268 (1985; Zbl 0557.60072).