Estimating the inter-occurrence time distribution from superposed renewal processes

Bernoulli ◽  
2021 ◽  
Vol 27 (4) ◽  
Author(s):  
Xiao-Yang Li ◽  
Zhi-Sheng Ye ◽  
Cheng Yong Tang
1971 ◽  
Vol 8 (01) ◽  
pp. 184-192 ◽  
Author(s):  
S. Blumenthal ◽  
J. A. Greenwood ◽  
L. Herbach

For superposition of independent, stationary renewal processes, it is well known that the distribution of waiting time between events for the superimposed process is approximately exponential if the number of processes involved is sufficiently large, (see Khintchine (1960), Ososkov (1956)). We assume that all component processes have the same age t, and we generalize the classical result to show that even for t finite (non-stationary case), the limiting waiting time distribution (as the number of processes increases) is exponential with a scale parameter which depends on t through the average of the individual process renewal densities.


1975 ◽  
Vol 12 (1) ◽  
pp. 167-169 ◽  
Author(s):  
Mats Rudemo

Examples are given of point processes that are non-stationary but have stationary forward recurrence time distributions. They are obtained by modification of stationary Poisson and renewal processes.


2020 ◽  
pp. 2150006
Author(s):  
Cenker Biçer ◽  
Hassan S. Bakouch ◽  
Hayrinisa Demirci Biçer

The problem of statistical modeling of the geometric count data with a specific probability model of lifetimes is of interest and importance in reliability. In this paper, we construct a geometric process (GP), with parameter [Formula: see text], for modeling the geometric count data when the distribution of first occurrence time is a scaled Muth with parameters [Formula: see text] and [Formula: see text]. We investigate the estimators of the process parameters [Formula: see text], [Formula: see text] and [Formula: see text] from a point of approximations of classical and modified approach by using the different estimation methodologies such as the maximum likelihood, moments, least-squares and maximum spacing. We perform a simulation study to compare the estimation performance of the estimators obtained. Finally, we provide an illustrative analysis conducted on a real-world dataset to show the efficiency of the GP model constructed in this paper against the alpha-series and renewal processes and exemplify the data modeling stages. Consequently, a forecasting to such data using the GP with the scaled Muth is investigated.


1971 ◽  
Vol 8 (1) ◽  
pp. 184-192 ◽  
Author(s):  
S. Blumenthal ◽  
J. A. Greenwood ◽  
L. Herbach

For superposition of independent, stationary renewal processes, it is well known that the distribution of waiting time between events for the superimposed process is approximately exponential if the number of processes involved is sufficiently large, (see Khintchine (1960), Ososkov (1956)). We assume that all component processes have the same age t, and we generalize the classical result to show that even for t finite (non-stationary case), the limiting waiting time distribution (as the number of processes increases) is exponential with a scale parameter which depends on t through the average of the individual process renewal densities.


1999 ◽  
Vol 36 (02) ◽  
pp. 570-584 ◽  
Author(s):  
Gordon E. Willmot

For a class of renewal queueing processes characterized by a rational Laplace–Stieltjes transform of the arrival inter-occurrence time distribution, the Laplace–Stieltjes transform of the equilibrium (actual) waiting time distribution is re-expressed in a manner which facilitates explicit inversion under certain conditions. The results are of interest in other contexts as well, as for example in insurance ruin theory. Various analytic properties of these quantities are then obtained as a result.


1993 ◽  
Vol 30 (1) ◽  
pp. 175-183 ◽  
Author(s):  
Edward P. C. Kao ◽  
Marion Spokony Smith

The Type I and Type II counter models of Pyke (1958) have many applications in applied probability: in reliability, queueing and inventory models, for example. In this paper, we study the case in which the interarrival time distribution is of phase type. For the two counter models, we derive the renewal functions of the related renewal processes and propose approaches for their computations.


1999 ◽  
Vol 36 (2) ◽  
pp. 570-584 ◽  
Author(s):  
Gordon E. Willmot

For a class of renewal queueing processes characterized by a rational Laplace–Stieltjes transform of the arrival inter-occurrence time distribution, the Laplace–Stieltjes transform of the equilibrium (actual) waiting time distribution is re-expressed in a manner which facilitates explicit inversion under certain conditions. The results are of interest in other contexts as well, as for example in insurance ruin theory. Various analytic properties of these quantities are then obtained as a result.


2015 ◽  
Vol 2015 ◽  
pp. 1-8 ◽  
Author(s):  
Yong Zhang ◽  
Jing Qiu ◽  
Guanjun Liu ◽  
Zhiao Zhao

Virtual testability demonstration test brings new requirements to the fault sample generation. First, fault occurrence process is described by stochastic process theory. It is discussed that fault occurrence process subject to minimal repair is nonhomogeneous Poisson process (NHPP). Second, the interarrival time distribution function of the next fault event is proposed and three typical kinds of parameterized NHPP are discussed. Third, the procedure of fault sample generation is put forward with the assumptions of minimal maintenance and scheduled replacement. The fault modes and their occurrence time subject to specified conditions and time period can be obtained. Finally, an antenna driving subsystem in automatic pointing and tracking platform is taken as a case to illustrate the proposed method. Results indicate that both the size and structure of the fault samples generated by the proposed method are reasonable and effective. The proposed method can be applied to virtual testability demonstration test well.


1975 ◽  
Vol 12 (01) ◽  
pp. 167-169
Author(s):  
Mats Rudemo

Examples are given of point processes that are non-stationary but have stationary forward recurrence time distributions. They are obtained by modification of stationary Poisson and renewal processes.


1993 ◽  
Vol 30 (01) ◽  
pp. 175-183 ◽  
Author(s):  
Edward P. C. Kao ◽  
Marion Spokony Smith

The Type I and Type II counter models of Pyke (1958) have many applications in applied probability: in reliability, queueing and inventory models, for example. In this paper, we study the case in which the interarrival time distribution is of phase type. For the two counter models, we derive the renewal functions of the related renewal processes and propose approaches for their computations.


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