참고문헌
- COLEMAN, R. (1982). 'The moments of forward recurrence time', European Journal of Operational Research, 9, 181-183 https://doi.org/10.1016/0377-2217(82)90070-4
- Cox, D. R. (1962). Renewal Theory, John Wiley & Sons, New York
Journal of the Korean Statistical Society
- 제33권3호
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- Pages.299-302
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- 2004
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
A MARKOVIAN APPROACH TO THE FORWARD RECURRENCE TIME IN THE RENEWAL PROCESS
- Kim, Jong-Woo (Statistical Research Center for Complex Systems, Seoul National University) ;
- Lee, Eui-Yong (Department of Statistics, Sookmyung Woman′s University) ;
- Shim, Gyoo-Cheol (Financial Engineering Research Center, Graduate School of Management, Korea Advanced Institute of Science and Technology)
- 발행 : 2004.09.01
초록
A Markovian approach is introduced to find the Laplace transform of the forward recurrence time in the renewal process at finite time t > 0. Until now, most works on the forward recurrence time have been done through renewal arguments.