A renewal process for which the time until the initial renewal has a different distribution than the

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A renewal process for which the time until the initial renewal has a different distribution than the remaining interarrival times is called a delayed (or a general)

renewal process. Prove that Proposition 7.1 remains valid for a delayed renewal process. (In general, it can be shown that all of the limit theorems for a renewal process remain valid for a delayed renewal process provided that the time until the first renewal has a finite mean.)

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