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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)
Publication Information
Journal of the Korean Statistical Society / v.33, no.3, 2004 , pp. 299-302 More about this Journal
Abstract
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.
Keywords
Renewal process; Laplace transform; forward recurrence time; forward differential equation;
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  • Reference
1 Cox, D. R. (1962). Renewal Theory, John Wiley & Sons, New York
2 COLEMAN, R. (1982). 'The moments of forward recurrence time', European Journal of Operational Research, 9, 181-183   DOI   ScienceOn