A complete coupling proof of Blackwell's renewal theorem (Q580825)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A complete coupling proof of Blackwell's renewal theorem |
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A complete coupling proof of Blackwell's renewal theorem (English)
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1987
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Several proofs of the Blackwell renewal theorem are known, using different mathematical tools. This paper presents a version of the coupling method. The main point is that the positive random variables are allowed to have infinite mean and a non-lattice distribution. The given arguments are basically elementary and the proof is self-contained.
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Blackwell renewal theorem
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coupling method
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