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

Joffe, A.

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.

Reviewer: A.Joffe (Montréal)

MSC:

60J35

Transition functions, generators and resolvents

Keywords:

age process; semigroup; renewal process; generator; smooth fonctions

Citations:

Zbl 0754.00008