Abstract
It is shown that, in a renewal process with inter-arrival distributionF,an observation from the asymptotic (whent→∞) joint distribution of backward and forward recurrence times attcan be simulated by simulating an observation of the pair (UW, (1 –U)W), whereUandWare independent random variables withU~ uniform(0, 1) andWdistributed according to the length-biased version ofF.
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