Construction of a stationary regenerative process (Q1194596): Difference between revisions

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Construction of a stationary regenerative process
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    Construction of a stationary regenerative process (English)
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    4 October 1992
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    Let \(Z_ s\) be a regenerative process with regenerative times \(S_ n\). The main purpose of the paper is the construction of a stationary version \((Z^*,S^*)\) via some random timeshifting. This is carried out for finite expectation of the renewals. Instead of a càdlàg process the author imposes pathwise measurability, i.e. measurability of \(Z:\Omega\times[0,\infty)\mapsto\) state space.
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    coupling
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    Harris chains
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    regenerative process
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    random timeshifting
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