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

DOI10.1016/J.SPL.2017.01.028MaRDI QIDQ2407778zbMATH OpenOpenAlexFDO

Authors 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

DFRIMRLmean residual life functionrenewal densityrenewal functionsubmultiplicative function

Mathematics Subject Classification ID

Renewal theory (60K05)

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Cites work

• Applied Probability and Queues
• Bounds, inequalities, and monotonicity properties for some specialized renewal processes
• scientific article; zbMATH DE number 2130678 (Why is no real title available?)
• scientific article; zbMATH DE number 3127846 (Why is no real title available?)
• scientific article; zbMATH DE number 5029517 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Linear Bounds on the Renewal Function
• On Absolutely Continuous Components and Renewal Theory
• On Excess Over the Boundary
• On subordinated distributions and generalized renewal measures
• Remainder term estimates of the renewal function
• Renewal theory for random variables with a heavy tailed distribution and finite variance
• SOME NEW BOUNDS FOR THE RENEWAL FUNCTION
• Some results on block replacement policies and renewal theory
• Stone’s decomposition of the renewal measure via Banach-algebraic techniques
• Submultiplicative moments of the supremum of a random walk with negative drift

Cited in

(17)

• Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process
• Covariance between the forward recurrence time and the number of renewals
• Moments of the forward recurrence time in a renewal process
• Monotonicity properties for solutions of renewal equations
• On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues
• 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
• SOME NEW BOUNDS FOR THE RENEWAL FUNCTION
• The covariance of the backward and forward recurrence times in a renewal process: the stationary case and asymptotics for the ordinary case
• Recurrence times and the expected number of renewal epochs over a finite interval
• Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations
• Two-sided bounds for some quantities in the delayed renewal process
• Exponential and Pareto-type bounds for the renewal function and the excess lifetime of a renewal process
• Some results for the delayed renewal function
• Improved bounds for the solutions of renewal equations
• Some relations between the renewal and the harmonic renewal density

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