On Asymptotic Expansion for Mathematical Expectation of a Renewal--Reward Process with Dependent Components and Heavy-Tailed Interarrival Times

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Theory of Probability and its Applications Pub Date : 2023-02-01 DOI:10.1137/s0040585x97t991209

R. Aliyev, V. Bayramov

引用次数: 0

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.MSC codesrenewal processrenewal functionrenewal--reward processheavy-tailed distributionsubexponential distribution

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具有依赖分量和重尾间隔时间的更新-奖励过程数学期望的渐近展开式

研究了具有依赖分量和重尾到达间隔时间的更新-奖励过程，导出了期望的渐近展开式$t\to\infty$。MSC代码更新过程更新函数更新-奖励过程重尾分布亚指数分布

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来源期刊

Theory of Probability and its Applications 数学-统计学与概率论

CiteScore

1.00

自引率

16.70%

发文量

审稿时长

6 months

期刊介绍： Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.