The correlation of the backward and forward recurrence times in a renewal process

DOI10.1080/07362999408809372zbMath0812.60075OpenAlexW2061744719MaRDI QIDQ4314524

B. D. Sivazlian, K. G. Gakis

Publication date: 23 November 1994

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

Full work available at URL: https://doi.org/10.1080/07362999408809372

zbMATH Keywords

covariancerenewal processrecurrence times

Mathematics Subject Classification ID

Renewal theory (60K05)

Related Items

Recurrence times and the expected number of renewal epochs over a finite interval ⋮ Covariance between the forward recurrence time and the number of renewals ⋮ Refinement bounds for the expected number of renewal epochs over a finite interval ⋮ Moments of the forward recurrence time in a renewal process ⋮ The covariance of the backward and forward recurrence times in a renewal process: the stationary case and asymptotics for the ordinary case ⋮ Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process

Cites Work

• An introduction to the theory of point processes
• The use of multiple integrals in the study of the backward and forward recurrence times for the ordinary renewal process
• Unnamed Item

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