On the distributions of a renewal reward process and it's additive functional
type: Item
instance of: scholarly article
title: On the distributions of a renewal reward process and it's additive functional
zbMATH Open document ID: 1167.60352
author: Tahir Khaniyev
author: Rovshan Aliyev
author: Z. Küçük
author: Nurgul Okur Bekar
published in: Mathematical \& Computational Applications
publication date: 2009-07-13T00:00:00Z
review text: Summary: In this study, a renewal reward process with a discrete interference of chance \((X(t))\) is constructed and distribution of the process \(X(t)\) is investigated. One-dimensional distribution of the process \(X(t)\) is given by means of the probability characteristics of the renewal processes \(\{T_n\}\) and \(\{S_n\}\). Moreover, one dimensional distribution function of the additive functional \(J_f(t)\) of the process \(X(t)\) is expressed by the probability characteristics of the initial sequences of the random variables \(\{\xi_n\}\) and \(\{\eta_n\}\).
Mathematics Subject Classification ID: 60K05
zbMATH DE Number: 5577581
zbMATH Keywords: renewal reward process, additive functional
zbMATH Keywords: finite dimensional distribution
zbMATH Keywords: discrete interference of chance
MaRDI profile type: Publication
full work available at URL: mca13010041
OpenAlex ID: W2330181741
DOI: 10.3390/MCA13010041
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description: scientific article; zbMATH DE number 5577581