On a class of spatial renewal processes: renewal processes synchronization probabilities (Q2288810)
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English | On a class of spatial renewal processes: renewal processes synchronization probabilities |
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On a class of spatial renewal processes: renewal processes synchronization probabilities (English)
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20 January 2020
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Let \(X_{i}=(X_{i}^{(1)},\dots,X_{i}^{(d)}),i=1,2,\dots\) denote i.i.d. nonnegative random vectors and let \(S_{n}=(S_{n}^{(1)},\dots,S_{n}^{(d)})\) denote the sequence of partial sums. In renewal theory one studies the process \(N(B)=\) the number of \(n\) so that \(S_{n}\in B\), and the renewal measure \(M_{N}(B)=EN(B)\). In this paper, the authors take \(B=C\cap \lbrack 0, \mathbf{t}]\) where \(C=\cup _{n\geq 0}(S_{n},S_{n+1}]\), and study the corresponding renewal quantities \(\eta (\mathbf{t})=EN(C\cap \lbrack 0, \mathbf{t}])\) and \(M_{\eta }(\mathbf{t})=E\eta (\mathbf{t})\). For \(\mathbf{t}\in C\), the marginal renewal processes satisfy the property that \(N^{(1)}(t_{1})=N^{(2)}(t_{2})=\dots=N^{(d)}(t_{d})\). Among other aspects the authors discuss asymptotic properties of \(q(\mathbf{t})=P(\mathbf{t}\in C)\), \(\eta (\mathbf{t})\) and \(M_{\eta }(\mathbf{t})\). The authors also show that there is a close relationship between the \textit{multivariate} process \(\eta (\mathbf{t})\) and the \textit{univariate} renewal process corresponding to the i.i.d. sequence \(\left\Vert X_{i}\right\Vert ,i\geq 1\),where \(\left\Vert x\right\Vert \) is the Euclidean norm. As a drawback, the paper has some disturbing misprints and inaccuracies.
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renewal processes
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renewal function
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synchronization
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Laplace transform
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asymptotic behaviour
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