Limiting Distribution of a Cyclic Renewal Process. Consider a cyclic renewal process X(t) on the states 0, 1,...,K − 1 as described in Example 8. Its inter-renewal distribution is F = F 0 ··· F K −1,...

Limiting Distribution of a Cyclic Renewal Process. Consider a cyclic renewal process X(t) on the states 0, 1,...,K − 1 as described in Example 8. Its inter-renewal distribution is F = F₀
··· F_K−1, where F_i
is distribution of a sojourn time in state i having a finite mean μi. Assume one of the Fi is non-arithmetic. Show that F is non-arithmetic. ProveExample 8