Asymptotic distribution of rewards accumulated by alternating renewal processes

DOI10.1016/J.SPL.2017.06.027MaRDI QIDQ1687243zbMATH OpenOpenAlexWikidataFDO

Authors Patrick Chisan Hew

Publication date 22 December 2017

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2017.06.027

zbMATH Keywords

asymptotically normalalternating renewal processreward

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Reliability, availability, maintenance, inspection in operations research (90B25) Continuous-time Markov processes on discrete state spaces (60J27) Renewal theory (60K05)

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Cites work

• Asymptotic distribution of rewards accumulated by alternating renewal processes
• Central limit theorem for linear processes
• On a Sojourn Time Problem in the Theory of Stochastic Processes

Cited in

(9)

• A semi-Markovian renewal reward process withΓ(g)distributed demand
• scientific article; zbMATH DE number 3907514 (Why is no real title available?)
• Alternating renewal processes with instantaneous rewards
• scientific article; zbMATH DE number 1091183 (Why is no real title available?)
• On the distributions of a renewal reward process and it's additive functional
• Asymptotics for renewal-reward processes with retrospective reward structure
• Asymptotic distribution of rewards accumulated by alternating renewal processes
• Exact distribution of intermittently changing positive and negative compound Poisson process driven by an alternating renewal process and related functions
• Workload analysis of a two-queue fluid polling model

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