Uniform limit theorems for non-singular renewal and Markov renewal processes

Abstract

We show that if the increment distribution of a renewal process has some convolution non-singular with respect to Lebesgue measure, then the skeletons of the forward recurrence time process are φ-irreducible positive recurrent Markov chains. Known convergence properties of such chains give simple proofs of uniform versions of some old and new key renewal theorems; these show in particular that non-singularity assumptions on the increment and initial distributions enable the assumption of direct Riemann integrability to be dropped from the standard key renewal theorem. An application to Markov renewal processes is given.