Superposition of renewal processes with heavy-tailed interarrival times

被引：8
|
作者：
Mitov, KV [1 ]
Yanev, NM
机构：
[1] Bulgarian Acad Sci, Inst Math & Informat, Dept Probail & Stat, Sofia 1113, Bulgaria
[2] Marshall Univ, Dept Math, Huntington, WV 25755 USA
来源：
STATISTICS & PROBABILITY LETTERS | 2006年 / 76卷 / 06期
关键词：
renewal processes; superposition; lifetimes; heavy tails; limiting distributions;
D O I：
10.1016/j.spl.2005.09.005
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Limiting distributions for the spent and residual life times in a superposition of independent renewal processes are obtained in the case when the interarrival times belong to domains of attraction of stable laws. (c) 2005 Elsevier B.V. All rights reserved.
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页码：555 / 561
页数：7
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