The covariance of the backward and forward recurrence times in a renewal process: the stationary case and asymptotics for the ordinary case

DOI10.1080/15326349.2019.1575752zbMath1488.60210MaRDI QIDQ5742575

Konstadinos Politis, Sotirios Losidis

Publication date: 15 May 2019

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2019.1575752

zbMATH Keywords

correlation; covariance; equilibrium distribution; coefficient of variation; NBUE; stationary renewal process; NWUE; ordinary renewal process

Mathematics Subject Classification ID

60K10: Applications of renewal theory (reliability, demand theory, etc.)

60K05: Renewal theory

Uses Software

• MCQueue