Asymptotic distribution of rewards accumulated by alternating renewal processes

DOI10.1016/J.SPL.2017.06.027zbMATH Open1457.62071OpenAlexW2733561357WikidataQ56070030 ScholiaQ56070030MaRDI QIDQ1687243FDOQ1687243

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

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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)

Cites Work

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

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• A semi-Markovian renewal reward process withΓ(g)distributed demand
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• Alternating renewal processes with instantaneous rewards
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• 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
• Workload analysis of a two-queue fluid polling model
• Exact distribution of intermittently changing positive and negative compound Poisson process driven by an alternating renewal process and related functions

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