Asymptotic results for the first and second moments and numerical computations in discrete-time bulk-renewal process

Autor: Kim James J., Chaudhry Mohan L., Mansur Abdalla
Jazyk: angličtina
Rok vydání: 2019
Předmět:
Zdroj: Yugoslav Journal of Operations Research, Vol 29, Iss 1, Pp 135-144 (2019)
Druh dokumentu: article
ISSN: 0354-0243
1820-743X
DOI: 10.2298/YJOR180418031K
Popis: This paper introduces a simplified solution to determine the asymptotic results for the renewal density. It also offers the asymptotic results for the first and second moments of the number of renewals for the discrete-time bulk-renewal process. The methodology adopted makes this study distinguishable compared to those previously published where the constant term in the second moment is generated. In similar studies published in the literature, the constant term is either missing or not clear how it was obtained. The problem was partially solved in the study by Chaudhry and Fisher where they provided a asymptotic results for the non-bulk renewal density and for both the first and second moments using the generating functions. The objective of this work is to extend their results to the bulk-renewal process in discrete-time, including some numerical results, give an elegant derivation of the asymptotic results and derive continuous-time results as a limit of the discrete-time results.
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