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Stationary regenerative phenomena
Authors:Professor J F C Kingman
Institution:(1) Mathematical Institute, University of Oxford, 24-29 St Giles, OX1 3LB Oxford, Great Britain
Abstract:Summary Corresponding to anyp-functionp, a stationary version of the associated regenerative phenomenon is constructed for which the underlying ldquoprobabilityrdquo measure may have infinite total mass (though it will always be sgr-finite ifp is standard). As a trivial consequence,p is a positive-definite function. The construction is generalised to quasi-Markov chains.
Keywords:
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