×

Renewal: Generator of age processes. (Renouvellement: Générateur du processus de l’âge.) (French) Zbl 0770.60068

Séminaire de probabilités XXVI, Lect. Notes Math. 1526, 498-500 (1992).
[For the entire collection see Zbl 0754.00008.]
The age process associated with a renewal process is considered; the age distribution is assumed to be continuous with respect to the Lebesgue measure. The generator of this Markov process is computed: When the age distribution is not absolutely continuous, the domain of the generator is not an algebra and does not contain smooth functions.

MSC:

60J35 Transition functions, generators and resolvents

Citations:

Zbl 0754.00008
PDF BibTeX XML Cite
Full Text: Numdam EuDML