compound renewal process Recently Published Documents

10.33048/semi.2021.18.127 ◽

2021 ◽

Vol 18 (2) ◽

pp. 1667-1688

Author(s):

A. D. Shelepova ◽

A. I. Sakhanenko

Keyword(s):

Renewal Process ◽

Distribution of compound renewal process at a fixed time point

Level-Crossing Problems and Inverse Gaussian Distributions ◽

10.1201/9781003157618-4 ◽

2021 ◽

pp. 103-164

Author(s):

Vsevolod K. Malinovskii

Keyword(s):

Renewal Process ◽

Fixed Time ◽

Fixed Time Point ◽

Time Point

On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process

10.33048/semi.2021.18.002 ◽

2021 ◽

Vol 18 (1) ◽

pp. 9-26

Author(s):

A. I. Sakhanenko ◽

V. I. Wachtel ◽

E. I. Prokopenko ◽

A. D. Shelepova

Keyword(s):

Renewal Process ◽

Exit Time ◽

Large Deviations for a Terminating Compound Renewal Process

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t990356 ◽

2021 ◽

Vol 66 (2) ◽

pp. 209-227

Author(s):

G. A. Bakay

Keyword(s):

Large Deviations ◽

Renewal Process ◽

Sharp asymptotics for the Laplace transform of the compound renewal process and related problems

10.33048/semi.2020.17.060 ◽

2020 ◽

Vol 17 ◽

pp. 824-839

Author(s):

A. A. Borovkov

Keyword(s):

Laplace Transform ◽

Renewal Process ◽

The Laplace Transform

Properties of the Deviation Rate Function and the Asymptotics for the Laplace Transform of the Distribution of a Compound Renewal Process

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t989660 ◽

2020 ◽

Vol 64 (4) ◽

pp. 499-512

Author(s):

A. A. Borovkov ◽

A. A. Mogulskii ◽

E. I. Prokopenko

Keyword(s):

Laplace Transform ◽

Renewal Process ◽

Rate Function ◽

Deviation Rate Function ◽

Deviation Rate ◽

The Laplace Transform

The rate function and the fundamental function for multidimensional compound renewal process

10.33048/semi.2019.16.100 ◽

2019 ◽

Vol 16 ◽

pp. 1449-1463

Author(s):

A. A. Mogulskii ◽

E. I. Prokopenko

Keyword(s):

Renewal Process ◽

Rate Function ◽

Fundamental Function ◽

Bounds for the solution to the single-period inventory model with compound renewal process input: An application to setting credit card limits

European Journal of Operational Research ◽

10.1016/j.ejor.2018.11.022 ◽

2019 ◽

Vol 274 (3) ◽

pp. 1012-1018 ◽

Cited By ~ 2

Author(s):

J.K. Budd ◽

P.G. Taylor

Keyword(s):

Renewal Process ◽

Credit Card ◽

Inventory Model ◽

Single Period

Approximation in the Problem of Level Crossing by a Compound Renewal Process

Доклады Академии наук ◽

10.31857/s086956520003293-5 ◽

2018 ◽

Vol 483 (5) ◽

pp. 488-491

Author(s):

V. Malinovskii ◽

Keyword(s):

Renewal Process ◽

Level Crossing ◽

Approximations in the Problem of Level Crossing by a Compound Renewal Process

Doklady Mathematics ◽

10.1134/s1064562418070232 ◽

2018 ◽

Vol 98 (3) ◽

pp. 622-625

Author(s):

V. K. Malinovskii

Keyword(s):

Renewal Process ◽

Level Crossing ◽