On the use of Lyapunov methods in renewal theory

DOI10.1016/S0304-4149(98)00068-4MaRDI QIDQ1593592zbMATH OpenFDO

Authors T. Konstantopoulos, Günter Last

Publication date 17 January 2001

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0304-4149(98)00068-4

zbMATH Keywords

Markov renewal theoryrates of convergence

Mathematics Subject Classification ID

Renewal theory (60K05) Markov renewal processes, semi-Markov processes (60K15)

Review text

Let \(N\) denote the random measure with atoms at \(T_n, n\in N\), where \(0<T_1<T_2\dots\) are points of a renewal process. The aim of the paper is the study of the asymptotic behaviour of processes associated with \(N\), in particular, the age process \(\{A_t, t\geq 0 \}\) which is defined as the distance between \(t\) and the first atom of \(N\) before \(t\). Convergence of moments and exponential moments of \(A_t\) to the corresponding stationary moments is proved under suitable conditions, and rates of convergence are studied. Also, rates of convergence for Blackwell's theorem are established.

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Cited in

(10)

• Random fuzzy alternating renewal processes
• Limits of sums for binomial and Eulerian numbers and their associated distributions
• Optimal scheduling of critically loaded multiclass \(GI/m/n+m\) queues in an alternating renewal environment
• Random fuzzy renewal process
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• Validity of heavy-traffic steady-state approximations in many-server queues with abandonment
• Ergodicity properties of stress release, repairable system and workload models
• On uniform exponential ergodicity of Markovian multiclass many-server queues in the Halfin-Whitt regime
• The classical renewal theorem and point processes
• Importance and sensitivity analysis in dynamic reliability

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