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Ergodicity of an infinite dimensional renewal process

Author

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  • Andjel, Enrique D.
  • Vares, Maria E.

Abstract

We construct an infinite dimensional renewal process whose coordinates are indexed by the integers. In this process, the failure rate of a given object is equal to the average of the ages of its neighbors plus a nonnegative constant. We show that the process is ergodic if and only if this constant is positive.

Suggested Citation

  • Andjel, Enrique D. & Vares, Maria E., 1992. "Ergodicity of an infinite dimensional renewal process," Stochastic Processes and their Applications, Elsevier, vol. 42(2), pages 215-236, September.
  • Handle: RePEc:eee:spapps:v:42:y:1992:i:2:p:215-236
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    Cited by:

    1. Sidoravicius, Vladas & Vares, Maria Eulália, 1995. "Ergodicity of Spitzer's renewal model," Stochastic Processes and their Applications, Elsevier, vol. 55(1), pages 119-130, January.

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