A second-order approximation for the variance of a renewal reward process
type: Item
instance of: scholarly article
title: A second-order approximation for the variance of a renewal reward process
zbMATH Open document ID: 0369.60104
DOI: 10.1016/0304-4149(75)90029-0
author: Mark Brown
author: H. Solomon
published in: Stochastic Processes and their Applications
publication date: 1975-01-01T00:00:00Z
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 60K99
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 62M99
zbMATH DE Number: 3576498
MaRDI profile type: Publication
full work available at URL: 0304-4149(75)90029-0
OpenAlex ID: W2024786776
cites work: Asymptotic Properties of Cumulative Processes
cites work: Q3228986
cites work: Q5526518
cites work: Q5624436
cites work: Markov-Renewal Programming. I: Formulation, Finite Return Models
cites work: Fluctuations of a renewal-reward process
cites work: Q5615108
cites work: Regenerative stochastic processes
cites work: Q3266687
cites work: ON THE CUMULANTS OF RENEWAL PROCESSES
description: scientific article; zbMATH DE number 3576498