On stationary renewal reward processes where most rewards are zero

DOI10.1007/S004400000065MaRDI QIDQ1579433zbMATH OpenFDO

Authors Torkel Erhardsson

Publication date 28 May 2001

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

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)

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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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