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Some remarks on the renewal function of the uniform distribution

Published online by Cambridge University Press:  01 July 2016

U. Jensen*
Affiliation:
Universität Stuttgart-Hohenheim
*
Postal address: Institut für Angewandte Mathematik und Statistik, Universität Hohenheim (110), Postfach 70 05 62, 7000 Stuttgart 70, W. Germany.
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Russell (1983) considers the distribution properties of N(a), the minimum value of n for which the sum Sn of n random variables, which are i.i.d. uniformly on (0, 1), exceeds the constant a, .

Type
Letters to the Editor
Copyright
Copyright © Applied Probability Trust 1984 

References

Barlow, R. and Proschan, F. (1965) Mathematical Theory of Reliability. Wiley, New York.Google Scholar
Brown, M. and Solomon, H. (1975) A second-order approximation for the variance of a renewal reward process. Stoch. Proc. Appl. 3, 301314.Google Scholar
Feller, W. (1968) An Introduction to Probability Theory and its Applications, Vol. I, 3rd edn. Wiley, New York.Google Scholar
Feller, W. (1971) An Introduction to Probability Theory and its Applications, Vol. II, 2nd edn. Wiley, New York.Google Scholar
Russell, K. G. (1983) On the number of uniform random variables which must be added to exceed a given level. J. Appl. Prob. 20, 172177.Google Scholar