Embedded Markov chain analysis of the superposition of renewal processes
| Autor(en): | Stadje, Wolfgang | Stichwörter: | Asymptotic distribution; Embedded Markov chain; Inspection interval; Mathematics; Renewal process; Statistics & Probability; Superposition | Erscheinungsdatum: | 2012 | Herausgeber: | ELSEVIER | Journal: | STATISTICS & PROBABILITY LETTERS | Volumen: | 82 | Ausgabe: | 8 | Startseite: | 1497 | Seitenende: | 1503 | Zusammenfassung: | For a superposition of i.i.d. renewal processes we derive in closed form the limiting distribution of an embedded counting process that describes the simultaneous presence of points from the individual renewal streams in consecutive inspection intervals of fixed given length. (c) 2012 Elsevier B.V. All rights reserved. |
ISSN: | 01677152 | DOI: | 10.1016/j.spl.2012.04.010 |
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