Activity rates with very heavy tails (Q2490053)

Consider an ordinary renewal process \(\{S_n,\,n\geq0\}\), that is, \(S_0=0\) and \(S_n=\sum_{i=1}^nX_i\) for \(n\geq1\), where \(\{X_i,\,i\geq1\}\) is a sequence of independent and identically distributed nonnegative random variables. Suppose that at time \(S_n\) an event of duration \(T_n\) begins. It is assumed that \(\{T_i,\,i\geq1\}\) is a sequence of independent and identically distributed nonnegative random variables, and that the sequences \(\{X_i,\,i\geq1\}\) and \(\{T_i,\,i\geq1\}\) are independent. The authors are interested in the process \(M(t)=\sum_{n=1}^\infty1_{[S_n\leq t<S_n+T_n]},\;t>0; \) here \(M(t)\) is the number of active events at time \(t\). Under a variety of heavy-tailed assumptions on the distributions of the \(X_i\)'s and of the \(T_i\)'s, the authors give results on the asymptotic behaviour of \(M(t)\) and of the cumulative process \(A(t)=\int_0^tM(s)\,ds\), \(t>0\).