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The use of multiple integrals in the study of the backward and forward recurrence times for the ordinary renewal process 

Authors: K. G. Gakis a; B. D. Sivazlian a
Affiliation:   a Department of Industrial and Systems Engineering, The University of Florida, Gainesville, Fl, U.S.A
DOI: 10.1080/07362999208809279
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 10, Issue 4 1992 , pages 409 - 416
Formats available: PDF (English)
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Abstract

Using a result in multiple integrals, the joint distribution function of the backward and forward recurrence times for the time dependent ordinary renewal process is derived. A similar methodology is used to find the distribution of their sums. The well known limiting behavior of these distributions is recovered
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