Fluctuations of a renewal-reward process

DOI10.1016/0022-247X(67)90125-4zbMath0153.20002MaRDI QIDQ2526281

William S. Jewell

Publication date: 1967

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

probability theory

Related Items

On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal-reward process ⋮ Semi-Markov processes and their applications ⋮ A second-order approximation for the variance of a renewal reward process ⋮ Asymptotic approach for a renewal-reward process with a general interference of chance ⋮ Distribution of time above a threshold for semi-Markov jump processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Wiener-Hopf equation whose kernel is a probability density
• An operator identity
• An analytic approach to finite fluctuation problems in probability
• The Wiener-Hopf equation whose kernel is a probability density. II
• An elementary probability approach to fluctuation theory
• Extension of a renewal theorem
• A Combinatorial Lemma and Its Application to Probability Theory
• On the busy period in the queueing system GI/G/1
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• Spitzer's Formula: A Short Proof
• A Tauberian Theorem and Its Probability Interpretation
• A Two-Dimensional Operator Identity With Application to the Change of Sign In Sums of Random Variables
• Order Statistics of Partial Sums
• The use of Spitzer's identity in the investigation of the busy period and other quantities in the queue GI/G/1
• On the fluctuations of sums of random variables