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IV: 12, 133-150, LNM 124 (1970)

**MEYER, Paul-André**

Ensembles régénératifs, d'après Hoffmann-Jørgensen (Markov processes)

The theory of recurrent events in discrete time was a highlight of the old probability theory. It was extended to continuous time by Kingman (see for instance*Z. für W-theorie,* **2**, 1964), under the very restrictive assumption that the ``event'' has a non-zero probability to occur at fixed times. The general theory is due to Krylov and Yushkevich (*Trans. Moscow Math. Soc.*, **13**, 1965), a deep paper difficult to read and to apply in concrete cases. Hoffmann-Jørgensen (*Math. Scand.*, **24**, 1969) developed the theory under simple and efficient axioms. It is shown that a regenerative set defined axiomatically is the same thing as the set of returns of a strong Markov process to a fixed state, or the range of a subordinator

Comment: This result was expanded to involve a Markovian regeneration property instead of independence. See Maisonneuve-Meyer 813. The subject is related to excursion theory, Lévy systems, semi-Markovian processes (Lévy), F-processes (Neveu), Markov renewal processes (Pyke), and the literature is very extensive. See for instance Dynkin (*Th. Prob. Appl.*, **16**, 1971) and Maisonneuve, *Systèmes Régénératifs,* *Astérisque * **15**, 1974

Keywords: Renewal theory, Regenerative sets, Recurrent events

Nature: Exposition

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Ensembles régénératifs, d'après Hoffmann-Jørgensen (Markov processes)

The theory of recurrent events in discrete time was a highlight of the old probability theory. It was extended to continuous time by Kingman (see for instance

Comment: This result was expanded to involve a Markovian regeneration property instead of independence. See Maisonneuve-Meyer 813. The subject is related to excursion theory, Lévy systems, semi-Markovian processes (Lévy), F-processes (Neveu), Markov renewal processes (Pyke), and the literature is very extensive. See for instance Dynkin (

Keywords: Renewal theory, Regenerative sets, Recurrent events

Nature: Exposition

Retrieve article from Numdam