Transient renewal processes in the subexponential case
Transient renewal processes in the subexponential case
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次指数情况下的瞬态更新过程
DOI：
10.2307/3214061
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发表时间：
1987
影响因子：
1
通讯作者：
E. Murphree
中科院分区：
文献类型：
--
作者：
E. Murphree
定义了基于可能无限的等待时间序列的瞬时更新过程。当等待时间的（重新调整的）分布属于次指数分布类时，研究该过程。在这种情况下，即使时间 t 观察到的所有等待时间都是有限的，t 处的前向和后向延迟的分布也是渐近退化的。此外，到时间 t 时事件数量的条件矩收敛到与无条件矩相同的有限极限。
A transient renewal process based on a sequence of possibly infinite waiting times is defined. The process is studied when the (rescaled) distribution of the waiting times belongs to the subexponential class of distributions. In this case, even conditional on all waiting times observed by time t being finite, the distributions of the forward and backward delays at t are asymptotically degenerate. Also, the conditional moments of the number of events by time t converge to the same finite limits as the unconditional moments.