The covariance of the backward and forward recurrence times in a renewal process: the stationary case and asymptotics for the ordinary case

DOI10.1080/15326349.2019.1575752zbMath1488.60210OpenAlexW2919375545WikidataQ128302751 ScholiaQ128302751MaRDI QIDQ5742575

Sotirios Losidis, Konstadinos Politis

Publication date: 15 May 2019

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2019.1575752

zbMATH Keywords

correlationcovarianceequilibrium distributioncoefficient of variationNBUEstationary renewal processNWUEordinary renewal process

Mathematics Subject Classification ID

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

Related Items

Covariance between the forward recurrence time and the number of renewals, Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process

Uses Software

• MCQueue

Cites Work

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• Bounds, inequalities, and monotonicity properties for some specialized renewal processes
• The moments of forward recurrence time
• 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 Covariance Between the Surplus Prior to and at Ruin in the Classical Risk Model
• Basics of Applied Stochastic Processes
• The correlation of the backward and forward recurrence times in a renewal process
• Applied Probability and Queues