ON THE RATE OF CONVERGENCE IN RENEWAL AND MARKOV RENEWAL PROCESSES,

Abstract

For the special case of a distribution function that tends to one exponentially fast, the three basic renewal theorems are proved by the same method. Moreover an estimate of the remainder term is obtained. This extends results of M. R. Leadbetter. Series expansions are obtained for the renewal function by using matrix methods. Similar methods apply equally well to the Psi-renewal moments. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1967
Accession Number
AD0652492

Entities

People

  • Jozef L. Teugels

Organizations

  • Purdue University

Tags

DTIC Thesaurus Topics

  • Convergence
  • Distribution Functions
  • Functions (Mathematics)
  • Mathematical Analysis
  • Mathematics
  • Sequences
  • Sequences (Mathematics)

Fields of Study

  • Mathematics

Readers

  • Statistical inference.