Embedded Markov chain analysis of the superposition of renewal processes (Q449004)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Embedded Markov chain analysis of the superposition of renewal processes |
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Embedded Markov chain analysis of the superposition of renewal processes (English)
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11 September 2012
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The author considers the superposition of \(d\) independent and identically distributed renewal processes. Then, the author defines an embedded counting process that describes the simultaneous presence of points from the individual renewal streams in consecutive intervals of a fixed given length. In the main result of the paper, the author obtains the limit distribution in closed form of \(X_{n}\), where \(X_{n}\) counts the number of renewal streams that have points in the current inspection interval.
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renewal theory
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inspection intervals
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embedded Markov chains
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limit theorem
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