THICKENED RENEWAL PROCESSES

被引：1
|
作者：
DONEY, RA [1 ]
OBRIEN, GL [1 ]
机构：
[1] YORK UNIV,N YORK,ONTARIO,CANADA
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1992年 / 43卷 / 01期
关键词：
RENEWAL PROCESSES; CONDITIONED WEAK LIMITS; BUSY PERIODS;
D O I：
10.1016/0304-4149(92)90072-X
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Let {t(i) i greater-than-or-equal-to 0} be an ordinary renewal process and assume the lifetime distribution function has the form F(x) = cx(alpha)(1 + lambdax + o(x)) near 0+. The asymptotic conditional distribution as n --> infinity of {nt(i) i greater-than-or-equal-to 0}, given that t(n) less-than-or-equal-to 1, is that of a renewal process with a gamma lifetime distribution depending only on alpha.
引用
收藏
页码：1 / 8
页数：8
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