Covariance between the forward recurrence time and the number of renewals

DOI10.15559/21-VMSTA194zbMath1489.60139OpenAlexW4206604079WikidataQ114052033 ScholiaQ114052033MaRDI QIDQ2122919

Sotirios Losidis

Publication date: 7 April 2022

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15559/21-vmsta194

zbMATH Keywords

covariancerenewal processnumber of renewalsforward recurrence timeremaining term

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

Cites Work

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• Bounds, inequalities, and monotonicity properties for some specialized renewal processes
• The moments of forward recurrence time
• Further monotonicity properties for specialized renewal processes
• Lundberg approximations for compound distributions with insurance applications
• Some results about the NBUC class of life distributions
• Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process
• Moments of the forward recurrence time in a renewal process
• A two-sided bound for the renewal function when the interarrival distribution is IMRL
• The use of multiple integrals in the study of the backward and forward recurrence times for the ordinary renewal process
• Some results on block replacement policies and renewal theory
• The correlation of the backward and forward recurrence times in a renewal process
• An Introduction to the Theory of Point Processes
• Properties of Probability Distributions with Monotone Hazard Rate
• The covariance of the backward and forward recurrence times in a renewal process: the stationary case and asymptotics for the ordinary case

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