Embedded Markov chain analysis of the superposition of renewal processes

Wolfgang Stadje

Statistics & Probability Letters, 2012, vol. 82, issue 8, 1497-1503

Abstract: For a superposition of i.i.d. renewal processes we derive in closed form the limiting distribution of an embedded counting process that describes the simultaneous presence of points from the individual renewal streams in consecutive inspection intervals of fixed given length.

Keywords: Superposition; Renewal process; Inspection interval; Embedded Markov chain; Asymptotic distribution (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715212001538
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:82:y:2012:i:8:p:1497-1503

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2012.04.010

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().