Renewal theory and level passage by subordinators

Statistics and Probability Letters

Volumn 45, Issue 1, 1999, Pages 65-69

  Bertoin, J ^a   Van Harn, K ^b   Steutel, F W ^c  

^a University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

^b VU UNIVERSITY AMSTERDAM   (Netherlands)

^c EINDHOVEN UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Infinite divisibility; L vy processes; Renewal theory

Indexed keywords

EID: 0009961090     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(99)00043-7     Document Type: Article

References (4)

1. Bertoin, J., 1996. Lévy Processes. Cambridge University Press, Cambridge.
2. Feller, W., 1971. An Introduction to Probability Theory and its Applications, vol. 2, second ed. Wiley, New York.
3. van Harn K., Steutel F.W. Infinite divisibility and the waiting-time paradox. Commun. Statist. Stochastic Models. 11(3):1995;527-540.
4. Winter B.B. Joint simulation of backward and forward recurrence times in a renewal process. J. Appl. Prob. 26:1989;404-407.