No CrossRef data available.
Article contents
Transient renewal processes in the subexponential case
Published online by Cambridge University Press: 14 July 2016
Abstract
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.
Keywords
- Type
- Research Papers
- Information
- Copyright
- Copyright © Applied Probability Trust 1987