Joint simulation of backward and forward recurrence times in a renewal process

DOI10.2307/3214046zbMath0676.60081OpenAlexW4236808880MaRDI QIDQ3831833

Benjamin B. Winter

Publication date: 1989

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214046

zbMATH Keywords

simulationrenewal processrecurrence times

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Renewal theory (60K05)

Related Items (4)

Bounds for the solution to the single-period inventory model with compound renewal process input: an application to setting credit card limits ⋮ Renewal theory and level passage by subordinators ⋮ A product‐limit estimator for use with length‐biased data ⋮ Nonparametric estimation of nonincreasing densities and use of data from renewal processes

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