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Probability and Stochastic Processes by Ionut Florescu

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11.3 The Key Renewal Theorem

This is the main result used in applications of renewal processes. We will start with a definition.

Reminder of lower (and upper) Darboux sum LDS (and UDS):

Let c11-math-0375 be a partition of c11-math-0376, with c11-math-0377. Define

equation
equation

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