Given a renewal process ${X_t}$. How to prove that $\lim_{t\rightarrow \infty}{E[\left(N(t)/t\right)^2]}<\infty$? Does one also have $\lim_{t\rightarrow \infty}{E[\left(N(t)/t\right)^4]}<\infty$ or do we need additional assumption on $X_t$?
moments of Renewal function
1
$\begingroup$
probability
stochastic-processes
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0And how to show the limits exist? – 2011-11-13
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0The **KTF question**: What do you know? What have you tried? Where did you fail? – 2011-11-16