Analytical Properties of a Generating Function for a Number of Renewals
Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 1, pp. 108-112
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Let $\{t_i\}$ be a renewal process, $N_t=\max(n:t_n. Some analytic properties, such as analyticy within the circle $|z|<{1/r}$, of the function $\Pi _t (z)=\sum _{k=0}^\infty z^k P\{N_t=k\}$ and others are proved.
@article{TVP_1963_8_1_a9,
author = {Yu. K. Belyaev and V. M. Maksimov},
title = {Analytical {Properties} of a {Generating} {Function} for a {Number} of {Renewals}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {108--112},
year = {1963},
volume = {8},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1963_8_1_a9/}
}
Yu. K. Belyaev; V. M. Maksimov. Analytical Properties of a Generating Function for a Number of Renewals. Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 1, pp. 108-112. http://geodesic.mathdoc.fr/item/TVP_1963_8_1_a9/