On asymptotic expansion for mathematical expectation of a renewal--reward process with dependent components and heavy-tailed interarrival times
Teoriâ veroâtnostej i ee primeneniâ, Tome 67 (2022) no. 4, pp. 810-818
Voir la notice de l'article provenant de la source Math-Net.Ru
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.
@article{TVP_2022_67_4_a9,
author = {R. Aliyev and V. Bayramov},
title = {On asymptotic expansion for mathematical expectation of a renewal--reward process with dependent components and heavy-tailed interarrival times},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {810--818},
publisher = {mathdoc},
volume = {67},
number = {4},
year = {2022},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2022_67_4_a9/}
}
TY - JOUR AU - R. Aliyev AU - V. Bayramov TI - On asymptotic expansion for mathematical expectation of a renewal--reward process with dependent components and heavy-tailed interarrival times JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2022 SP - 810 EP - 818 VL - 67 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2022_67_4_a9/ LA - ru ID - TVP_2022_67_4_a9 ER -
%0 Journal Article %A R. Aliyev %A V. Bayramov %T On asymptotic expansion for mathematical expectation of a renewal--reward process with dependent components and heavy-tailed interarrival times %J Teoriâ veroâtnostej i ee primeneniâ %D 2022 %P 810-818 %V 67 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2022_67_4_a9/ %G ru %F TVP_2022_67_4_a9
R. Aliyev; V. Bayramov. On asymptotic expansion for mathematical expectation of a renewal--reward process with dependent components and heavy-tailed interarrival times. Teoriâ veroâtnostej i ee primeneniâ, Tome 67 (2022) no. 4, pp. 810-818. http://geodesic.mathdoc.fr/item/TVP_2022_67_4_a9/