Stationary renewal processes (Q1187933)

Let \(t_ n=z_ 0+\dots+z_ n\), \(n\geq 0\), where \(z_ 0,z_ 1,\dots\) are independent random variables. Suppose that the renewal process with epochs \(t_ 0,t_ 1,\dots\) is weak sense stationary with a finite positive intensity. It is shown that the only possibility is that, for some integer \(d\geq 1\), \(z_{nd}\), \(n\geq 1\), are i.i.d. and \(z_ m=0\) almost surely, \(m\neq nd\), \(n\geq 1\).