# Perturbation approach to scaled type Markov renewal processes with infinite mean.

@article{PajorGyulai2010PerturbationAT, title={Perturbation approach to scaled type Markov renewal processes with infinite mean.}, author={Zsolt Pajor-Gyulai and D. Sz'asz}, journal={arXiv: Probability}, year={2010} }

Scaled type Markovrenewal processesgeneralize classical renewal processes: renewal times come from a one parameter family of probability laws and the sequence of the parameters is the trajectory of an ergodic Markov chain. Our primary interest here is the asymptotic distribution of the Markovian parameter at time t ! ¥. The limit, of course, depends on the stationary distribution of the Markov chain. The results, however, are essentially different depending on whether the expectations of the… Expand

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