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Construction of a stationary regenerative process

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  • Thorisson, Hermann

Abstract

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.

Suggested Citation

  • Thorisson, Hermann, 1992. "Construction of a stationary regenerative process," Stochastic Processes and their Applications, Elsevier, vol. 42(2), pages 237-253, September.
    • Handle: RePEc:eee:spapps:v:42:y:1992:i:2:p:237-253
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    Cited by:

    1. Thorisson, Hermann, 1995. "On time- and cycle-stationarity," Stochastic Processes and their Applications, Elsevier, vol. 55(2), pages 183-209, February.
    2. Royi Jacobovic & Offer Kella, 2019. "Asymptotic independence of regenerative processes with a special dependence structure," Queueing Systems: Theory and Applications, Springer, vol. 93(1), pages 139-152, October.
    3. Linwei Xin & David A. Goldberg, 2018. "Asymptotic Optimality of Tailored Base-Surge Policies in Dual-Sourcing Inventory Systems," Management Science, INFORMS, vol. 64(1), pages 437-452, January.
    4. Glynn, Peter & Sigman, Karl, 1998. "Independent sampling of a stochastic process," Stochastic Processes and their Applications, Elsevier, vol. 74(2), pages 151-164, June.

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