Superposition of renewal processes in a random environment

✍ Scribed by Linxiong Li

• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 405 KB
• Volume: 35
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(97)00026-6

✦ Synopsis

A random environment is modeled by an arbitrary stochastic process, the future of which is described by a a-algebra. Baxter and Li (1994) discussed generalizations of standard limit theorems of renewal theory to the case where a random environment is involved. In this paper, we consider superposition of renewal processes in a random environment. In particular, the central limit theorem and other limiting properties of superposition of renewal processes in a random environment are derived. (~) 1997 Elsevier Science B.V.