1 IEOR 6711 : Introduction to Renewal Theory

نویسنده

  • Karl Sigman
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.

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تاریخ انتشار 2009