Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 1, Pages 78–90 (Mi tvp955)  

This article is cited in 3 scientific papers (total in 3 papers)

Stationary generalized regenerative processes

P. Franken, A. Streller

Humboldt University, Berlin, GDR
Full-text PDF (788 kB) Citations (3)
Abstract: Based on the so-called «inversion formula» from the theory of stochastic point processes, the concept of stationary and synchroneous version of a generalized regenerative process is introduced. Such processes are generated by given strictly stationary sequences of regeneration cycles without any independence assumptions in general. An ergodic theorem and a formula are proved which expresses the stationary distribution of the process as the time average of the process over a regeneration cycle. Some well-known classes of stochastic processes are special cases of the considered model when the cycles form a Markov chain.
Received: 21.02.1977
English version:
Theory of Probability and its Applications, 1979, Volume 24, Issue 1, Pages 79–90
DOI: https://doi.org/10.1137/1124006
Bibliographic databases:
Language: Russian
Citation: P. Franken, A. Streller, “Stationary generalized regenerative processes”, Teor. Veroyatnost. i Primenen., 24:1 (1979), 78–90; Theory Probab. Appl., 24:1 (1979), 79–90
Citation in format AMSBIB
\Bibitem{FraStr79}
\by P.~Franken, A.~Streller
\paper Stationary generalized regenerative processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1979
\vol 24
\issue 1
\pages 78--90
\mathnet{http://mi.mathnet.ru/tvp955}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=522238}
\zmath{https://zbmath.org/?q=an:0433.60050|0406.60045}
\transl
\jour Theory Probab. Appl.
\yr 1979
\vol 24
\issue 1
\pages 79--90
\crossref{https://doi.org/10.1137/1124006}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1979JX60900006}
Linking options:
  • https://www.mathnet.ru/eng/tvp955
  • https://www.mathnet.ru/eng/tvp/v24/i1/p78
  • This publication is cited in the following 3 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
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024