The correlation of the backward and forward recurrence times in a renewal process
- 1 January 1994
- journal article
- research article
- Published by Taylor & Francis Ltd in Stochastic Analysis and Applications
- Vol. 12 (5), 543-549
- https://doi.org/10.1080/07362999408809372
Abstract
The joint complementary distribution function is used to obtain the covariance function of the backward and forward recurrence times in an ordinary renewal process for both the time dependent and the steady state cases. Hence, a closed form expression for the steady state correlation of the backward and forward recurrence times is obtained and special cases are investigatedKeywords
This publication has 1 reference indexed in Scilit:
- The use of multiple integrals in the study of the backward and forward recurrence times for the ordinary renewal processStochastic Analysis and Applications, 1992