Construction of a stationary regenerative process (Q1194596)
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scientific article; zbMATH DE number 68095
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Construction of a stationary regenerative process |
scientific article; zbMATH DE number 68095 |
Statements
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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0.8242343664169312
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0.7900468707084656
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0.7889888882637024
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