Renewal Function and Interval Availability: A Numerical Monte-Carlo Study

Communications in Statistics - Theory and Methods

Volumn 33, Issue 3, 2004, Pages 639-649

  Gertsbakh, I ^a   Shpungin, Y ^b  

^a BEN GURION UNIVERSITY OF THE NEGEV   (Israel)

^b NEGEV ACADEMIC COLLEGE OF ENGINEERING   (Israel)

Author keywords

Convolutions; Interval availability; Monte Carlo; Product type estimators; Renewal function

Indexed keywords

APPROXIMATION THEORY; ASYMPTOTIC STABILITY; COMPUTER SIMULATION; MARKOV PROCESSES; MONTE CARLO METHODS;

INTERVAL AVAILABILITY; PRODUCT TYPE ESTIMATORS; RENEWAL FUNCTION;

FUNCTIONS;

EID: 1642364521     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-120028689     Document Type: Article

References (4)

1. Gertsbakh, I., Shpungin, I. (1999). Product-type estimator of convolutions. In: Jacques, J., Nikolaos, L., eds. Semi-Markov Models and Applications. Kluwer Academic Publishers, pp. 201-206.
2. Gnedenko, B. V., Belyaev, Yu. K., Solovyev, A. D. (1969). Mathematical Methods of Reliability Theory. New York: Academic Press.
3. Brown, M., Solomon, H., Stevens, M. A. (1981). Monte Carlo simulation of the renewal function. J. Appl. Probab. 13:426-434.
4. Kao, E. (1988). Computing the phase-type renewal and related functions. Technometrics 30:87-93.