On transient regenerative processes
Keyword(s):
A transient cumulative process based upon a sequence of possibly infinite lifetimes is defined, and examples of such a process are described. Given a mild condition on the improper lifetime distribution and given that all lifetimes observed by time t are finite, the expected value of this transient process at t is related to the expected value of a cumulative process based upon proper lifetimes. This relationship is exploited to show that the conditional behavior of the transient process is analogous to that of a proper process and, in particular, the transient process is asymptotically normal.
1986 ◽
Vol 23
(01)
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pp. 52-70
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2016 ◽
pp. 328-332
2005 ◽
Vol DMTCS Proceedings vol. AE,...
(Proceedings)
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2019 ◽
Keyword(s):
2000 ◽
Vol 27
(8)
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pp. 1087-1090
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1969 ◽
Vol 79
(1, Pt.1)
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pp. 139-145
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Keyword(s):
Keyword(s):