Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129751 | Statistics & Probability Letters | 2017 | 5 Pages |
Abstract
Consider an alternating renewal process on the states 'broken' vs 'working'. Suppose that during any interval [0,Ï], the process is rewarded at rate g(tâÏ) if it is working at time t. Let QÏ be the reward that is accumulated during [0,Ï]. We calculate μQÏ and ÏQÏ2 such that (QÏâμQÏ)âÏQÏ converges in distribution to a standard normal distribution as Ïââ.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Patrick Chisan Hew,