On distributionally regenerative processes (Q1337945): Difference between revisions

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On distributionally regenerative processes
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    On distributionally regenerative processes (English)
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    14 November 1994
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    Regenerative processes have played a major role in the theory and applications of stochastic processes. Less well-known are the distributionally regenerative processes, also called equilibrium processes, where the standard regeneration condition is replaced by a weakened version. In the main result it is shown that distributional regeneration is equivalent to renewal representation of the associated shift operator. Sufficient conditions for distributional regeneration are given for a number of Markov chain applications.
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    regenerative processes
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    renewal representation
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    distributional regeneration
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    Markov chain applications
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