ERGODICITY OF AN INFINITE DIMENSIONAL RENEWAL PROCESS

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:42

Article

ANDJEL, ED ; VARES, ME

关键词: MULTIDIMENSIONAL RENEWAL PROCESSES;    ERGODICITY;    ATTRACTIVENESS;   

DOI  :  10.1016/0304-4149(92)90036-P

来源: Elsevier

【 摘 要 】

We construct an infinite dimensional renewal process whose coordinates are indexed by the integers. In this process, the failure rate of a given object is equal to the average of the ages of its neighbors plus a nonnegative constant. We show that the process is ergodic if and only if this constant is positive.

【 授权许可】

Free