On the distributions of a renewal reward process and it's additive functional (Q1029503)
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scientific article; zbMATH DE number 5577581
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| English | On the distributions of a renewal reward process and it's additive functional |
scientific article; zbMATH DE number 5577581 |
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On the distributions of a renewal reward process and it's additive functional (English)
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13 July 2009
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Summary: In this study, a renewal reward process with a discrete interference of chance \((X(t))\) is constructed and distribution of the process \(X(t)\) is investigated. One-dimensional distribution of the process \(X(t)\) is given by means of the probability characteristics of the renewal processes \(\{T_n\}\) and \(\{S_n\}\). Moreover, one dimensional distribution function of the additive functional \(J_f(t)\) of the process \(X(t)\) is expressed by the probability characteristics of the initial sequences of the random variables \(\{\xi_n\}\) and \(\{\eta_n\}\).
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renewal reward process, additive functional
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finite dimensional distribution
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discrete interference of chance
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0.91307825
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0.9028171
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0.9006943
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0.89548504
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0.89346564
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0.8918963
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