Renewal theorems for processes with dependent interarrival times

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper we develop renewal theorems for point processes with interarrival times ξ(Xn+1Xn···), where (Xn)n∈Z is a stochastic process with finite state space and ξ: ΣA → ℝ is a Hölder continuous function on a subset ΣA ⊂ ΣN. The theorems developed here unify and generalise the key renewal theorem for discrete measures and Lalley’s renewal theorem for counting measures in symbolic dynamics. Moreover, they capture aspects of Markov renewal theory. The new renewal theorems allow for direct applications to problems in fractal and hyperbolic geometry, for instance to the problem of Minkowski measurability of self-conformal sets.
Original languageEnglish
Pages (from-to)1193-1216
Number of pages23
JournalAdvances in Applied Probability
Volume50
Issue number4
Early online date29 Nov 2018
DOIs
Publication statusPublished - 1 Dec 2018

Keywords

  • Renewal theory
  • dependent interarrival time
  • symbolic dynamics
  • Ruelle–Perron–Frobenius theory

ASJC Scopus subject areas

  • General Mathematics

Fingerprint

Dive into the research topics of 'Renewal theorems for processes with dependent interarrival times'. Together they form a unique fingerprint.

Cite this