RENEWAL THEORY IN A RANDOM ENVIRONMENT

被引：3
作者：
BAXTER, LA
LI, LX
机构：
[1] Department of Applied Mathematics and Statistics, State University of New York, Stony Brook, NY 11794, Stony Brook
[2] Department of Mathematics, University of New Orleans, New Orleans
来源：
MATHEMATICAL PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY | 1994年 / 116卷
关键词：
D O I：
10.1017/S0305004100072479
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
A random environment is modelled by an arbitrary stochastic process, the future of which is described by a sigma-algebra. Renewal processes and alternating renewal processes are defined in this environment by considering the conditional distributions of random variables generated by the processes with respect to the sigma-algebra. Generalizations of several of the standard limit theorems of renewal theory are derived.
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页码：179 / 190
页数：12
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