On renewal theory for cluster processes

arXiv2211.03749MaRDI QIDQ6416424FDOQ6416424

Publication date: 7 November 2022

Abstract: We prove several forms of renewal theorem tailored to renewal processes with marks and clusters. In particular, for an i.i.d. sequence

(x i_{i}, X_{i})_{i g e q 0}

, where

x i_{0}

denotes a finite point process on

m a t h b b R

and

X_{0}

denotes a nonnegative random variable of finite mean, we consider the renewal sequence

T_{i} = X_{0} + c d o t s + X_{i}

,

i g e q 0

, and corresponding renewal cluster process

x i (c d o t) = s u m_{i g e q 0} x i_{i} (, c d o t - T_{i})

. Under mild assumptions on the distribution of

(x i, X)

, we show by coupling methods that the generalized versions of Blackwell's renewal theorem, key renewal theorem, extended renewal theorem and elementary renewal theorem still hold, even with dependence between

x i_{i}

's and

X_{i}

's.

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

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