Renewal theory and level passage by subordinators

DOI10.1016/S0167-7152(99)00043-7zbMath0965.60053OpenAlexW2122173691MaRDI QIDQ1805960

F. W. Steutel, K. van Harn, Jean Bertoin

Publication date: 16 July 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00043-7

zbMATH Keywords

Lévy processesrenewal theoryinfinite divisibility

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Renewal theory (60K05)

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Cites Work

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• Joint simulation of backward and forward recurrence times in a renewal process
• Infinite divisibility and the waiting-time paradox

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