Intuitive approximations for the renewal function

DOI10.1016/J.SPL.2013.09.030MaRDI QIDQ2444379zbMATH OpenOpenAlexFDO

Authors K. V. Mitov, Edward Omey

Publication date 9 April 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2013.09.030

zbMATH Keywords

approximationsclass gammaregular variationrenewal function

Mathematics Subject Classification ID

Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Characteristic functions; other transforms (60E10) Renewal theory (60K05)

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Cites work

• A property of longtailed distributions
• A refinement of the coupling method in renewal theory
• A renewal theorem
• Asymptotics of Renewal Functions
• scientific article; zbMATH DE number 4013704 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• On Characteristic Functions and Renewal Theory
• Remainder term estimates of the renewal function
• Second order behaviour of the tail of a subordinated probability distribution
• Second-Order Renewal Theorem in the Finite-Means Case
• Theory prob. appl.

Cited in

(14)

• Branching processes in continuous time as models of mutations: computational approaches and algorithms
• Monotonicity properties for solutions of renewal equations
• Crump-Mode-Jagers branching process: a numerical approach
• SOME NEW APPROXIMATIONS FOR THE RENEWAL FUNCTION
• scientific article; zbMATH DE number 810469 (Why is no real title available?)
• Intuitive approximations in discrete renewal theory. 1: Regularly varying case
• Approximations in bivariate renewal theory
• Multi-type age-dependent branching processes as models of metastasis evolution
• Approximation of the Bivariate Renewal Function
• Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations
• Moment-based approximations for stochastic control model of type ( s , S )
• Exponential and Pareto-type bounds for the renewal function and the excess lifetime of a renewal process
• Moment-based approximation for a renewal reward process with generalized gamma-distributed interference of chance
• Normal approximations for the ergodic distribution of a semi-Markovian inventory model of type (s, S)

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