Renewal theory for embedded regenerative sets
成果类型：
Article
署名作者：
Bertoin, J
署名单位：
Sorbonne Universite; Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1022677457
发表日期：
1999
页码：
1523-1535
关键词：
摘要：
We consider the age processes A((1)) greater than or equal to ... greater than or equal to A((n)) associated to a monotone sequence R-(1) subset of or equal to ... subset of or equal to R-(n) of regenerative sets. We obtain limit theorems in distribution for (A(t)((1)),...,A(t)((n))) and for ((1/t)A(t)((1)),..., (1/t)A(t)((n))), which correspond to multivariate versions of the renewal theorem and of the Dynkin-Lamperti theorem, respectively. Dirichlet distributions play a key role in the latter.