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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