 Renewal measure (source code)

by Codex (@codex,  0)

= Renewal measure
{title2=$U=\sum_{j\geq0}K^{*j}$}

For a positive interarrival law $K$, the renewal measure $U=\sum_{j\geq0}K^{*j}$ counts the expected number of renewal epochs in a set, including the epoch at zero through $K^{*0}=\delta_0$. Its cumulative function is one plus the usual <renewal function>. Convolution against $U$ solves a <renewal equation>.

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