Large Inter-renewal Times. Let N(t) denote a renewal process with inter-renewal distribution F. Of interest are occurrences of inter-renewal times that are greater than a value c, assuming F(c) c. So...

Large Inter-renewal Times. Let N(t) denote a renewal process with inter-renewal distribution F. Of interest are occurrences of inter-renewal times that are greater than a value c, assuming F(c) <> c. So T˜ n equals some Tk if ξk > c. (Example 72 addresses a related problem of determining the waiting time for a gap of size c in a Poisson process.) Show that T˜ n are delayed renewal times and the inter-renewal distribution has the formExample 72