Multivariate weighted renewal functions

DOI10.1016/J.JMVA.2005.07.007MaRDI QIDQ860332zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 9 January 2007

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2005.07.007

zbMATH Keywords

elementary renewal theoremmultivariate shock modelregular variationreliabilityremainder term

Mathematics Subject Classification ID

Renewal theory (60K05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Review text

The authors investigate multivariate weighted renewal functions based on the (componentwise given) partial sums of independent, identically distributed random vectors. The main results provide a multivariate analogue of the elementary renewal theorem, both for regularly varying nondecreasing or nonincreasing cumulative weights, as well as a remainder term in the multivariate renewal theorem under finite variances. An application in the context of multivariate shock models in reliability theory is briefly discussed, too. For the sake of convenience, the results are formulated for the two-dimensional case only, but it is outlined how they can be extended to a general \(d\)-dimensional setting.

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Cited in

(7)

• On the number of renewals in random time
• On a class of spatial renewal processes: renewal processes synchronization probabilities
• Weighted renewal functions: a hierarchical approach
• Multivariate subexponential distributions and random sums of random vectors
• Moments of a non‐homogenous bi‐variate fragmentation process using integral equations tools
• Discrete time-multidimensional renewal theory and applications
• Multivariate weighted renewal functions

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