On Asymptotic Expansion for Mathematical Expectation of a Renewal--Reward Process with Dependent Components and Heavy-Tailed Interarrival Times
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Publication:5883339
DOI10.1137/S0040585X97T991209OpenAlexW4319338947MaRDI QIDQ5883339
Publication date: 30 March 2023
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t991209
heavy-tailed distributionrenewal processrenewal functionsubexponential distributionrenewal-reward process
Markov renewal processes, semi-Markov processes (60K15) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
Cites Work
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- An Introduction to Heavy-Tailed and Subexponential Distributions
- Convolutions of Long-Tailed and Subexponential Distributions
- Asymptotic Analysis of Random Walks
- Subexponential distributions and integrated tails
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