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Distribution of order statistics of waiting times in an ordinary renewal process and the covariance of the renewal increments

 

作者: K.G. Gakis,   B.D. Sivazlian,  

 

期刊: Stochastic Analysis and Applications  (Taylor Available online 1993)
卷期: Volume 11, issue 4  

页码: 441-458

 

ISSN:0736-2994

 

年代: 1993

 

DOI:10.1080/07362999308809326

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

The joint distribution of inter–renewal times and the number of renewals is used to derive joint and marginal distributions of order statistics of waiting times of an ordinary renewal process. Also, expressions are obtained for the covariance function of the number of renewals and of the renewal increments in an ordinary renewal counting process in terms of the renewal function

 

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