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Teoriya Veroyatnostei i ee Primeneniya, 2022, Volume 67, Issue 4, Pages 810–818
DOI: https://doi.org/10.4213/tvp5223
(Mi tvp5223)
 

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
Full-text PDF (324 kB) Citations (1)
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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.
Funding agency Grant number
Science Development Foundation under the President of the Republic of Azerbaijan EIF-ETL-2020-2(36)-16/05/1-M-05
This work was supported by the Science Development Foundation under the President of the Republic of Azerbaijan (grant EIF-ETL-2020-2(36)-16/05/1-M-05).
Received: 14.06.2021
Revised: 26.04.2022
English version:
Theory of Probability and its Applications, 2022, Volume 67, Issue 4, Pages 645–651
DOI: https://doi.org/10.1137/S0040585X97T991209
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{AliBay22}
\by R.~Aliyev, V.~Bayramov
\paper On asymptotic expansion for mathematical expectation of a renewal--reward process with dependent components and heavy-tailed interarrival times
\jour Teor. Veroyatnost. i Primenen.
\yr 2022
\vol 67
\issue 4
\pages 810--818
\mathnet{http://mi.mathnet.ru/tvp5223}
\crossref{https://doi.org/10.4213/tvp5223}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4548669}
\transl
\jour Theory Probab. Appl.
\yr 2022
\vol 67
\issue 4
\pages 645--651
\crossref{https://doi.org/10.1137/S0040585X97T991209}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85153328502}
Linking options:
  • https://www.mathnet.ru/eng/tvp5223
  • https://doi.org/10.4213/tvp5223
  • https://www.mathnet.ru/eng/tvp/v67/i4/p810
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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    References:58
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