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.
引用
收藏
页码：555 / 561
页数：7
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