On stationary renewal reward processes where most rewards are zero

DOI10.1007/S004400000065zbMATH Open0961.60084MaRDI QIDQ1579433FDOQ1579433

Authors: Torkel Erhardsson 

Publication date: 28 May 2001

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

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zbMATH Keywords

Poisson approximationrenewal reward processPalm theorySteins method

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Inequalities; stochastic orderings (60E15) Renewal theory (60K05)

Cited In (4)

• Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains.
• Strong memoryless times and rare events in Markov renewal point processes.
• Alternating renewal processes with instantaneous rewards
• Refined distributional approximations for the uncovered set in the Johnson-Mehl model.

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