On renewal theory for cluster processes
We prove several forms of renewal theorem tailored to renewal processes with marks and clusters. In particular, for an i.i.d. sequence $(ξ_i,X_i)_{i \geq 0}$, where $ξ_0$ denotes a finite point process on $\mathbb{R}$ and $X_0$ denotes a nonnegative random variable of finite mean, we consider the renewal sequence $T_i = X_0+\cdots + X_i$, $i \geq 0$, and corresponding renewal cluster process $ ξ(\cdot )=\sum_{i\geq0}ξ_i(\,\cdot -T_i)$. Under mild assumptions on the distribution of $(ξ,X)$, we show by coupling methods that the generalized versions of Blackwell's renewal theorem, key renewal theorem, extended renewal theorem and elementary renewal theorem still hold, even with dependence between $ξ_i$'s and $X_i$'s.
math.PR↗