
























We study the intersection of two independent renewal processes, $ρ=τ\capσ$. Assuming that $\mathbf{P}(τ_1 = n ) = \varphi(n)\, n^{-(1+α)}$ and $\mathbf{P}(σ_1 = n ) = \tilde\varphi(n)\, n^{-(1+ \tildeα)} $ for some $α,\tilde α\geq 0$ and some slowly varying $\varphi,\tilde\varphi$, we give the asymptotic behavior first of $\mathbf{P}(ρ_1>n)$ (which is straightforward except in the case of $\min(α,\tildeα)=1$) and then of $\mathbf{P}(ρ_1=n)$. The result may be viewed as a kind of reverse renewal theorem, as we determine probabilities $\mathbf{P}(ρ_1=n)$ while knowing asymptotically the renewal mass function $\mathbf{P}(n\inρ)=\mathbf{P}(n\inτ)\mathbf{P}(n\inσ)$. Our results can be used to bound coupling-related quantities, specifically the increments $|\mathbf{P}(n\inτ)-\mathbf{P}(n-1\inτ)|$ of the renewal mass function.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。