Technical Note—A Limit Theorem on Subintervals of Interrenewal Times

Linda Green
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Linda Green: Columbia University, New York, New York

Operations Research, 1982, vol. 30, issue 1, 210-216

Abstract: Consider a renewal process { X n , n ≥ 1} for which there is defined an associated sequence of independent and identically distributed random variables { B n , n ≥ 1} such that B n is the length of a subinterval of X n . We show that when attention is restricted only to B -intervals, the asymptotic joint distribution of the residual life and total life of a B -interval is that of a renewal process generated by { B n , n ≥ 1}.

Keywords: 569; asymptotic; residual; life; and; spread; of; subintervals (search for similar items in EconPapers)
Date: 1982
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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:30:y:1982:i:1:p:210-216

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