Limit theorems for alternating renewal processes in the infinite mean case

Limit theorems for alternating renewal processes in the infinite mean case
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DOI:
10.1017/s0001867800011253
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发表时间:
2001-12-01
影响因子:
1.2
通讯作者:
Yanev, NM
Yanev, NM
中科院分区:
数学4区
文献类型:
--
作者:
Mitov, KB;Yanev, NM

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The asymptotic behaviour of an occupation-time process associated with alternating renewal processes is investigated in the infinite mean cycle case. The limit theorems obtained extend some asymptotic results proved by Dynkin (1955). Lamperti (1958) and Erickson (1970) for the classical spent lifetime process. Some new phenomena are also presented.