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THE MARKOV OSCILLATION PROBLEM IN DISCRETE TIME

Published online by Cambridge University Press:  01 February 2000

YONGLONG DAI  and
ERIC RENSHAW
YONGLONG DAI
Affiliation:
Department of Mathematics, Zhongshan University, Guangzhou 510275, China; [email protected]
ERIC RENSHAW
Affiliation:
Department of Statistics and Modelling Science, Livingstone Tower, University of Strathclyde, 26 Richmond Street, Glasgow G1 1XH, UK; [email protected]
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Abstract

Consider a discrete-time regenerative phenomenon with associated renewal sequence un. General results for the supremum of um+1, …, um+n are developed for those renewal sequences {un} for which the first m + 1 elements match those of a fixed renewal sequence {vn}, that is, u0 = v0, …, um = vm. A series of associated lemmas are developed in the process.

Type
Notes and Papers
Information
Journal of the London Mathematical Society , Volume 61 , Issue 1 , February 2000 , pp. 301 - 314
Copyright
The London Mathematical Society 2000

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