Renewal theorems in a periodic environment
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arXiv
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866913262202781696 |
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| author | Cormier, Quentin |
| author_facet | Cormier, Quentin |
| contents | We study a renewal problem within a periodic environment, departing from the classical renewal theory by relaxing the assumption of independent and identically distributed inter-arrival times. Instead, the conditional distribution of the next arrival time, given the current one, is governed by a periodic kernel, denoted as $H$. The periodicity property of $H$ is expressed as $\mathbb{P}(T_{k+1} > t ~ |~ T_k) = H(t, T_k)$, where $H(t+T,s+T) = H(t, s)$. For a fixed time $t$, we define $N_t$ as the count of events occurring up to time $t$. The focus is on two temporal aspects: $Y_t$, the time elapsed since the last event, and $X_t$, the time until the next event occurs, given by $Y_t = t - T_{N_t}$ and $X_t = T_{N_{t}+1} - t$. The study explores the long-term behavior of the distributions of $X_t$ and $Y_t$. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_07439 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Renewal theorems in a periodic environment Cormier, Quentin Probability 60K05, 45D05 We study a renewal problem within a periodic environment, departing from the classical renewal theory by relaxing the assumption of independent and identically distributed inter-arrival times. Instead, the conditional distribution of the next arrival time, given the current one, is governed by a periodic kernel, denoted as $H$. The periodicity property of $H$ is expressed as $\mathbb{P}(T_{k+1} > t ~ |~ T_k) = H(t, T_k)$, where $H(t+T,s+T) = H(t, s)$. For a fixed time $t$, we define $N_t$ as the count of events occurring up to time $t$. The focus is on two temporal aspects: $Y_t$, the time elapsed since the last event, and $X_t$, the time until the next event occurs, given by $Y_t = t - T_{N_t}$ and $X_t = T_{N_{t}+1} - t$. The study explores the long-term behavior of the distributions of $X_t$ and $Y_t$. |
| title | Renewal theorems in a periodic environment |
| topic | Probability 60K05, 45D05 |
| url | https://arxiv.org/abs/2403.07439 |