Asymptotic Properties of Cumulative Processes

DOI10.1137/0122011MaRDI QIDQ4769756zbMATH OpenOpenAlexFDO

Authors Mark Brown, Sheldon M. Ross

Publication date 1972

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0122011

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05)

Cited in

(15)

• A generalized cost model for stochastic clearing systems
• Some limit theorems for cumulative processes with applications to sojourn times
• Asymptotic expansion for the third order moment of the renewal-reward process
• Stochastic clearing systems
• Asymptotic deviation bounds for cumulative processes
• Reliability of unstructured systems with excess time
• A correction term for the covariance of renewal-reward processes with multivariate rewards
• A second-order approximation for the variance of a renewal reward process
• Limit theorems for cumulative processes
• On a Markov-modulated shock and wear process
• Limit theorems for path-functionals of regenerative processes
• Asymptotic time averages and frequency distributions
• On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal-reward process
• Some results for secondary processes generated by a Poisson process
• Das Gesetz des iterierten Logarithmus für kumulative Prozesse

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