ALTERNATIVE ANALYSIS OF FINITE-TIME PROBABILITY DISTRIBUTIONS OF RENEWAL THEORY

作者:Brill Percy H*
来源:Probability in the Engineering and Informational Sciences, 2014, 28(2): 183-201.
DOI:10.1017/S0269964813000417

摘要

We introduce a level-crossing analysis of the finite time-t probability distributions of the excess life, age, total life, and related quantities of renewal processes. The technique embeds the renewal process as one cycle of a regenerative process with a barrier at level t, whose limiting probability density function leads directly to the time-t quantities. The new method connects the analysis of renewal processes with the analysis of a large class of stochastic models of Operations Research. Examples are given.

  • 出版日期2014-4