Construction of Stationary Sets via Kuznetsov Measures.
Abstract
This paper gives a simple and comprehensive approach to the stationary regenerative sets, based on the Kuznetsov measure associated with an increasing process with independent increments and Lebesgue initial distribution. The range (closure of the image) of such a process with independent increments form a stationary regenerative set on the entire real line. The underlying distribution of the regenerative set is finite if and only if the expectations of the increments are finite.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1986
- Accession Number
- ADA177001
Entities
People
- Michael Taksar
- P. J. Fitzsimmons
Organizations
- Florida State University