1 IEOR 6711 : Introduction to Renewal Theory
نویسنده
چکیده
with tn−→∞ as n−→∞. With N(0) def = 0, N(t) max{n : tn ≤ t} denotes the number of points that fall in the interval (0, t], and {N(t) : t ≥ 0} is called the counting process for ψ. (If t1 > t, then N(t) def = 0.) If the tn are random variables then ψ is called a random point process. We sometimes allow a point at the origin and define t0 def = 0. Xn = tn − tn−1, n ≥ 1 is called the nth interarrival time.
منابع مشابه
IEOR 6711 : Introduction to Renewal Theory II
Here we will present some deeper results in renewal theory such as a central limit theorem for counting processes, stationary versions of renewal processes, renewal equations, the key renewal theorem, weak convergence. 1 Central limit theorem for counting processes Consider a renewal process {t n : n ≥ 1} with iid interarrival times X n = t n − t n−1 , n ≥ 0, such that 0 < E(X) = 1/λ < ∞ and 0 ...
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