The use of multiple integrals in the study of the backward and forward recurrence times for the ordinary renewal process
- 1 January 1992
- journal article
- research article
- Published by Taylor & Francis Ltd in Stochastic Analysis and Applications
- Vol. 10 (4), 409-416
- https://doi.org/10.1080/07362999208809279
Abstract
Using a result in multiple integrals, the joint distribution function of the backward and forward recurrence times for the time dependent ordinary renewal process is derived. A similar methodology is used to find the distribution of their sums. The well known limiting behavior of these distributions is recoveredKeywords
This publication has 2 references indexed in Scilit:
- On the joint distribution of the number of renewals in a renewal processStochastic Analysis and Applications, 1989
- A Class of Multiple IntegralsSIAM Journal on Mathematical Analysis, 1971