Moments-based approximation to the renewal function

DOI10.1080/03610926.2010.533231MaRDI QIDQ2884885zbMATH OpenOpenAlexFDO

Authors A. Rangan, Ehsan Moghimi Hadji, N. Singh Kambo

Publication date 18 May 2012

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2010.533231

zbMATH Keywords

moment matchingrenewal functioniterative procedureCoxian distributionmoments-based approximation

Mathematics Subject Classification ID

Renewal theory (60K05)

Recommendations

• A simple approximation to the renewal function (reliability theory)
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Cites work

• A simple approximation to the renewal function (reliability theory)
• An Upper Bound for the Renewal Function
• An approximate solution of the integral equation of renewal theory
• Another upper bound for the renewal function
• Approximating a Point Process by a Renewal Process, I: Two Basic Methods
• Approximations for solutions of renewal-type equations
• Error analysis of some integration procedures for renewal equation and convolution integrals
• Exponential approximation to Weibull renewal with decreasing failure rate
• Moment-based approximations of distributions using mixtures: Theory and applications
• Numerical Inversion of Laplace Transforms of Probability Distributions
• On the Three-Moment Approximation of a General Distribution by a Coxian Distribution
• On the solution of renewal-type integral equations
• Optimum replacement of a system subject to shocks
• Solution of the volterra equation of renewal theory with the galerkin technique using cubic splines
• Some Analytical and Numerical Bounds on the Renewal Function
• Some Normal Approximations for Renewal Function of Large Weibull Shape Parameter
• Upper and lower bounds for the solutions of Markov renewal equations
• Weibull and Gamma Renewal Approximation Using Generalized Exponential Functions

Cited in

(13)

• Some Normal Approximations for Renewal Function of Large Weibull Shape Parameter
• Approximation of the Bivariate Renewal Function
• The approximation of the exponential Weibull renewal function
• Two-dimensional renewal function approximation
• Two approximations of renewal function for any arbitrary lifetime distribution
• Approximations of availability function using phase type distribution
• Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations
• Moment-based approximations for stochastic control model of type ( s , S )
• Moment-based approximation for variance of semi-Markovian random walk with gamma distributed interference of chance
• Exponential and Pareto-type bounds for the renewal function and the excess lifetime of a renewal process
• A simple approximation to the renewal function (reliability theory)
• Approximations in Renewal Theory
• Bi-dimensional availability function and its application

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