Limit theorems for alternating renewal processes in the infinite mean case
The authors investigate an alternating renewal process in which lifetimes (or work periods) \(T_i\) are followed by periods of installation (or repairing) \(X_i\). As a main characteristic of such a system, the random variables \(\sigma(t)= t-S_{N(t)}- X_{N(t)+1}\), \(t\geq 0\), are analyzed, where \(S_n=\sum^n_{j=1} (T_i+X_i)\), \(n\geq 1\), and \(N(t)=\max \{n:S_n\leq t\}\). Note that \(\sigma^+(t)= \max\{\sigma (t),0\}\) can be interpreted as the spent lifetime, and \(\sigma^-(t)= -\min\{\sigma (t),0\}\) can be viewed as the residual installation period, thus generalizing the corresponding characteristic of an ordinary renewal process \((X_i\equiv 0\), so \(\sigma^-(t) \equiv 0)\). The pairs \((T_i,X_i)\) are assumed to be i.i.d. with nonnegative components, which, in turn, belong to the domain of attraction of stable laws with index in \((1/2,1]\), or of which only one of their means is finite. Some distributional limit theorems for \(\sigma(t)\) are proved (as \(t\to\infty)\), which extend their earlier analogues obtained by \textit{E. B. Dynkin} [Izv. Akad. Nauk SSSR, Ser. Mat. 19, No. 4, 247-266 (1955; Zbl 0068.12402)], \textit{J. Lamperti} [J. Math. Mech. 7, 433-448 (1958; Zbl 0228.60027)] and Erickson (1970). A main step for the proofs is to develop some analogues of the key renewal theorems for delayed renewal processes.
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