کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5129751 1489850 2017 5 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Asymptotic distribution of rewards accumulated by alternating renewal processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Asymptotic distribution of rewards accumulated by alternating renewal processes
چکیده انگلیسی

Consider an alternating renewal process on the states 'broken' vs 'working'. Suppose that during any interval [0,τ], the process is rewarded at rate g(t∕τ) if it is working at time t. Let Qτ be the reward that is accumulated during [0,τ]. We calculate μQτ and σQτ2 such that (Qτ−μQτ)∕σQτ converges in distribution to a standard normal distribution as τ→∞.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 129, October 2017, Pages 355-359
نویسندگان
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