Abstract
Feller (1966) claims that a regenerative stochastic process with a non-lattice interarrival-time distribution has a limiting distribution. This is true if (i) the class of interarrival-time distributions is restricted, or (ii) regularity conditions are imposed on the sample paths of the process.
Citation
Douglas R. Miller. "Existence of Limits in Regenerative Processes." Ann. Math. Statist. 43 (4) 1275 - 1282, August, 1972. https://doi.org/10.1214/aoms/1177692478
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