Hostname: page-component-cd9895bd7-7cvxr Total loading time: 0 Render date: 2024-12-27T11:36:27.631Z Has data issue: false hasContentIssue false

Generalizations of the elementary renewal theorem to distributions defined by concave recurrence relations

Published online by Cambridge University Press:  14 July 2016

W. Reh*
Affiliation:
University of Mannheim

Abstract

The paper examines the renewal function associated with a sequence of probability distributions, which is defined by concave recurrence relations or by an even more general procedure. The elementary renewal theorem is generalized to such sequences. The results can be used to establish renewal theorems for first death in branching processes, if only the possibly generation dependent probability generating functions converge to a limit.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1977 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Feller, W. (1971) An Introduction to Probability Theory and its Applications , Vols. 1 and 2. Wiley, New York.Google Scholar
[2] Hammersley, J. M. (1966) First-passage percolation. J. R. Statist. Soc. B 28, 491496.Google Scholar
[3] Hammersley, J. M. (1974) Postulates for subadditive processes. Ann. Prob. 2, 652680.Google Scholar
[4] Hammersley, J. M. and Welsh, D. J. A. (1965) First-passage percolation, subadditive processes, stochastic networks, and generalized renewal theory. In Bernoulli–Bayes–Laplace Anniversary Volume , Springer-Verlag, Berlin, 61110.Google Scholar
[5] Smythe, R. T. (1976) Remarks on renewal theory for percolation processes. J. Appl. Prob. 13, 290300.Google Scholar