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1 results

  • Time dependent analysis of multivariate marked renewal processes

  • Part of
  • Jewgeni H. Dshalalow
  • Journal:
    Journal of Applied Probability / Volume 38 / Issue 3 / September 2001
    Published online by Cambridge University Press:
    14 July 2016, pp. 707-721
    Print publication:
    September 2001

  • The paper examines multivariate delayed marked renewal processes, of which one component is formed by a delayed compound Poisson process observed at epochs of some point process. In addition, the values of these observations (and other components) are watched when crossing their respective thresholds and the value of the original Poisson process at any moment of time, past the first passage time, is the objective of this investigation. The results (which are imperative for classes of semiregenerative processes) are given in closed analytical forms and illustrated on various stochastic models.