The coupling of renewal processes and its applications
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Publication:1084769
DOI10.1007/BF01121457zbMath0606.60081MaRDI QIDQ1084769
Publication date: 1986
Published in: Journal of Soviet Mathematics (Search for Journal in Brave)
Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)
Cites Work
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- A splitting technique for Harris recurrent Markov chains
- Uniform rates of convergence for Markov chain transition probabilities
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- Coupling and the Renewal Theorem
- Maximal coupling
- Éléments d'une théorie générale des chaînes simples constantes de Markoff
- Renewal process and rare events limit theorems for essentially multidimensional queueing processes
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