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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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