Approximations for solutions of renewal-type equations

DOI10.1016/S0304-4149(98)00046-5zbMath0933.60094MaRDI QIDQ1807279

Susan M. Pitts, Konstadinos Politis

Publication date: 18 November 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Banach algebraFréchet derivativesrenewal densityphase-type distributionsrenewal-type equations

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

Related Items

Moments-Based Approximation to the Renewal Function ⋮ Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model ⋮ A Functional Approach for Ruin Probabilities ⋮ Approximations for the moments of ruin time in the compound Poisson model ⋮ A functional approach to approximations for the observed open times in single ion channel models ⋮ Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations.

Uses Software

• EMpht

Cites Work

• On harmonic renewal measures
• A functional approach to the stationary waiting time and idle period distributions of the \(GI/G/1\) queue
• Banach algebra methods in renewal theory
• On subordinated distributions and generalized renewal measures
• Remainder term estimates of the renewal function
• Perturbation and Rearrangement Aspects of Renewal and Harmonic Renewal Sequences
• Stochastic models as functionals: some remarks on the renewal case
• Asymptotics of Renewal Functions
• Formulae for high derivatives of composite functions
• A Probabilistic Look at the Wiener--Hopf Equation
• On Absolutely Continuous Components and Renewal Theory
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