Asymptotic behavior of renewal processes with random time

For renewal processes with random time, extensions of well-known asymptotic relations such as the elementary renewal theorem, Blackwell’s renewal and Smith’s key renewal theorem are given. Whereas, in these results, time tends to infinity, the limits here are taken with respect to a sequence of parameters of respective random-time distributions satisfying some condition.

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Publication Details

Journal
Statistics & Probability Letters
Published
2025-11-20
DOI
https://doi.org/10.1016/j.spl.2025.110603
Primary Topic
Probability and Risk Models
Type
article
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article

Asymptotic behavior of renewal processes with random time

Diana Rauwolf, Udo Kamps
Statistics & Probability Letters
Probability and Risk Models
article

Asymptotic behavior of renewal processes with random time

Diana Rauwolf, Udo Kamps
article en

Abstract

For renewal processes with random time, extensions of well-known asymptotic relations such as the elementary renewal theorem, Blackwell’s renewal and Smith’s key renewal theorem are given. Whereas, in these results, time tends to infinity, the limits here are taken with respect to a sequence of parameters of respective random-time distributions satisfying some condition.

Statistics & Probability LettersVol. 230
RWTH Aachen University (DE)
Openalex Percentile: Top 59%
Probability and Risk Models
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Asymptotic behavior of renewal processes with random time — Diana Rauwolf, Udo Kamps · Statistics & Probability Letters (2025) | TGRS Research Map | TGRS