On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal-reward process
From MaRDI portal
Publication:2406791
DOI10.1016/J.SPL.2017.04.011zbMath1377.60080OpenAlexW2606111213MaRDI QIDQ2406791
Publication date: 6 October 2017
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2017.04.011
Related Items (3)
On Asymptotic Expansion for Mathematical Expectation of a Renewal--Reward Process with Dependent Components and Heavy-Tailed Interarrival Times ⋮ On the first passage time of the parabolic boundary by the Markov random walk ⋮ On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues
Cites Work
- Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance
- A correction term for the covariance of renewal-reward processes with multivariate rewards
- A second-order approximation for the variance of a renewal reward process
- Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance
- Fluctuations of a renewal-reward process
- On the Moments of a Semi-Markovian Random Walk with Gaussian Distribution of Summands
- Regenerative stochastic processes
- Asymptotic Properties of Cumulative Processes
- On Characteristic Functions and Renewal Theory
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal-reward process