ON THE GENERAL RENEWAL PROCESS
Abstract
Some problems that arise on Renewal theory and its ramifications and the discussson thereon are presented. The dissertation is divided into three parts. In the first part, theory on the cumulants of a renewal process are extended to the case of a general renewal process. In the second part an estimate is proposed for the estimation of the variance-time curve of a renewal process. Assuming equilibrium it is shown that this estimator is asymptotically unbiased for any underlying renewal process. In the third part it is shown that a certain generalization of renewal theory proposed by Hammersley (J. R. Statist. Soc. B, 20:243-302, 1958) is essentially included in Smith's theory of cumulative processes. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 1961
- Accession Number
- AD0267572
Entities
People
- V.k. Murthy
Organizations
- University of North Carolina at Chapel Hill