Construction of a stationary regenerative process

This paper presents a simple construction of a stationary version of a regenerative process with finite mean inter-regeneration times. The construction is useful for coupling and simulation purposes and extends immediately to regeneration of the type occurring in Harris chains.

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Year of publication:	1992
Authors:	Thorisson, Hermann
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 42.1992, 2, p. 237-253
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874731