On the joint distribution of the number of renewals in a renewal process
作者:
B.D. Sivazlian,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1989)
卷期:
Volume 7,
issue 4
页码: 475-495
ISSN:0736-2994
年代: 1989
DOI:10.1080/07362998908809195
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
The joint distribution function of the number of renewals in an ordinary renewal process is derived using a result from multiple integrals. The well-known Poisson process is generated. It is also shown that the distribution of the number of renewals in an ordinary renewal counting process is a solution to a set of birth equations with non-homogeneous state-dependent rates which are explicitly derived. This provides an example of a process which, although in general, does not satisfy the Chapman Kolmogorov equations, has nevertheless an unconditional distribution which satisfies a set of birth equations
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