Note on the renewal process for truncated exponential variables

Wolfgang Stadje

Statistics & Probability Letters, 1987, vol. 6, issue 2, 61-66

Abstract: For the renewal process generated by ([epsilon]i ? [alpha])i [greater-or-equal, slanted] 1, where [epsilon]1, [epsilon]2,... are i.i.d. exponential variables and [alpha] > 0 is fixed, the exact distribution of the number of renewals up to time t is found in terms of Laguerre polynomials. Further a simple formula for the renewal function is given.

Keywords: renewal; theory; truncated; exponential; distribution; Laguerre; polynomials (search for similar items in EconPapers)
Date: 1987
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