A second-order approximation for the variance of a renewal reward process

DOI10.1016/0304-4149(75)90029-0zbMath0369.60104OpenAlexW2024786776MaRDI QIDQ1243964

Mark Brown, Herbert Solomon

Publication date: 1975

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(75)90029-0

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Special processes (60K99) Inference from stochastic processes (62M99) Renewal theory (60K05)

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Cites Work

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• Fluctuations of a renewal-reward process
• Regenerative stochastic processes
• ON THE CUMULANTS OF RENEWAL PROCESSES
• Asymptotic Properties of Cumulative Processes
• Markov-Renewal Programming. I: Formulation, Finite Return Models