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Limit theorems for alternating renewal processes in the infinite mean case
Part of
- Special processes
K. V. Mitov, N. M. Yanev
Journal:

Advances in Applied Probability / Volume 33 / Issue 4 / December 2001

Published online by Cambridge University Press:

19 February 2016, pp. 896-911

Print publication:

December 2001
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The asymptotic behaviour of an occupation-time process associated with alternating renewal processes is investigated in the infinite mean cycle case. The limit theorems obtained extend some asymptotic results proved by Dynkin (1955), Lamperti (1958) and Erickson (1970) for the classical spent lifetime process. Some new phenomena are also presented.

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Limit theorems for alternating renewal processes in the infinite mean case