Open Access
July, 1988 Regenerative Systems on the Real Line
H. Kaspi, B. Maisonneuve
Ann. Probab. 16(3): 1306-1332 (July, 1988). DOI: 10.1214/aop/1176991693

Abstract

We consider regenerative systems on the real line and study their structure. Local times and exit systems are defined. This leads to time changes and last exit decompositions. We establish a correspondence between stationary regenerative systems and Markov additive processes which are stationary in the space component.

Citation

Download Citation

H. Kaspi. B. Maisonneuve. "Regenerative Systems on the Real Line." Ann. Probab. 16 (3) 1306 - 1332, July, 1988. https://doi.org/10.1214/aop/1176991693

Information

Published: July, 1988
First available in Project Euclid: 19 April 2007

zbMATH: 0655.60064
MathSciNet: MR942771
Digital Object Identifier: 10.1214/aop/1176991693

Subjects:
Primary: 60K05
Secondary: 60G17 , 60J25 , 60J50 , 60J55

Keywords: exit systems , last exit decompositions , Local times , Markov additive processes , Regenerative systems , stationarity , time changes

Rights: Copyright © 1988 Institute of Mathematical Statistics

Vol.16 • No. 3 • July, 1988
Back to Top