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