Smoothed Limit Theorems for Equilibrium Processes

Abstract

Renewal ideas play a fundamental rule in applied probability. In particular, renewal methods are powerful tools for dealing with the asymptotic behavior of the regenerative processes that are typical of queueing and operations research applications. In this paper were survey the main results of the theory and develop some smoothed versions of the convergence theorems. These smoothed versions typically have much weaker associated regularity hypotheses than the classical version. These smoothed limit theorems are established under minimal conditions that are essentially necessary. Keywords: Renewal theory, Regenerative processes, Limit theorems.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1989
Accession Number
ADA212321

Entities

People

  • Donald Iglehart
  • Peter W. Glynn

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Arithmetic
  • Convergence
  • Convolution
  • Distribution Functions
  • Equations
  • Hypotheses
  • Military Research
  • Notation
  • Operations Research
  • Probability
  • Probability Distribution Functions
  • Probability Distributions
  • Stochastic Processes
  • United States
  • United States Government
  • Universities
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Clinical Trial Research.
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Regression Analysis.