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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On asymptotic expansion for mathematical expectation of a renewal–reward process with dependent components and heavy-tailed interarrival times
R. Aliyeva, V. Bayramovb a Department of Operations Research and Probability Theory, Baku State University, Baku, Azerbaijan
b Institute of Control Systems, Azerbaijan National Academy of Sciences, Baku, Azerbaijan
Abstract:
A renewal–reward process with dependent components and heavy-tailed
interarrival times is investigated, and an asymptotic expansion as
$t\to\infty$ for the expectation is derived.
Keywords:
renewal process, renewal function, renewal–reward process, heavy-tailed distribution, subexponential distribution.
Received: 14.06.2021 Revised: 26.04.2022
Citation:
R. Aliyev, V. Bayramov, “On asymptotic expansion for mathematical expectation of a renewal–reward process with dependent components and heavy-tailed interarrival times”, Teor. Veroyatnost. i Primenen., 67:4 (2022), 810–818; Theory Probab. Appl., 67:4 (2022), 645–651
Linking options:
https://www.mathnet.ru/eng/tvp5223https://doi.org/10.4213/tvp5223 https://www.mathnet.ru/eng/tvp/v67/i4/p810
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