A two-sided bound for the renewal function when the interarrival distribution is IMRL

DOI10.1016/j.spl.2017.01.028zbMath1377.60081OpenAlexW2587954730MaRDI QIDQ2407778

Sotirios Losidis, Konstadinos Politis

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.2017.01.028

zbMATH Keywords

mean residual life functionrenewal functionDFRrenewal densityIMRLsubmultiplicative function

Mathematics Subject Classification ID

Renewal theory (60K05)

Related Items

Recurrence times and the expected number of renewal epochs over a finite interval, Covariance between the forward recurrence time and the number of renewals, Some new bounds for the mean value function of the residual lifetime process, Some bounds for the renewal function and the variance of the renewal process, Bounds for the renewal function and related quantities, Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations, Moments of the forward recurrence time in a renewal process, Monotonicity properties for solutions of renewal equations, The covariance of the backward and forward recurrence times in a renewal process: the stationary case and asymptotics for the ordinary case, Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process, On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues

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