THE USE OF MULTIPLE INTEGRALS IN THE STUDY OF THE BACKWARD AND FORWARD RECURRENCE TIMES FOR THE ORDINARY RENEWAL PROCESS

被引：5

作者：

GAKIS, KG ^{[1
]}

SIVAZLIAN, BD ^{[1
]}

机构：

[1] UNIV FLORIDA,DEPT IND & SYST ENGN,GAINESVILLE,FL 32611

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 1992年 / 10卷 / 04期

关键词：

D O I：

10.1080/07362999208809279

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Using a result in multiple integrals, the joint distribution function of the backward and forward recurrence times for the time dependent ordinary renewal process is derived. A similar methodology is used to find the distribution of their sums. The well known limiting behavior of these distributions is recovered.

引用

页码：409 / 416

页数：8