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On Coupling of continuous-time renewal processes

Published online by Cambridge University Press:  14 July 2016

Torgny Lindvall
Torgny Lindvall*
Affiliation:
University of Göteborg
*
∗Postal address: Department of Mathematics, Chalmers University of Technology and University of Göteborg, S-412 96 Göteborg, Sweden.
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Abstract

This paper shows how the coupling method applies to renewal theory in continuous time. Old and new rate results for tendency towards equilibrium and forgetfulness of initial delay are obtained. The coupling approach also provides a new way of analysing the asymptotics of functions of renewal processes which avoids the route via a renewal equation.

Keywords

RENEWAL PROCESSESCOUPLINGRATE RESULTS
Type
Research Paper
Information
Journal of Applied Probability , Volume 19 , Issue 1 , March 1982 , pp. 82 - 89
Copyright
Copyright © Applied Probability Trust 1982 

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References

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