On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal-reward process

DOI10.1016/J.SPL.2017.04.011zbMath1377.60080OpenAlexW2606111213MaRDI QIDQ2406791

Rovshan Aliyev, Veli Bayramov

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

zbMATH Keywords

second-order approximationrenewal processrenewal functionmultivariate rewardsrenewal-reward process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Renewal theory (60K05)

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
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