On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal–reward process
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DOI: 10.1016/j.spl.2017.04.011
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References listed on IDEAS
- Patch, Brendan & Nazarathy, Yoni & Taimre, Thomas, 2015. "A correction term for the covariance of renewal-reward processes with multivariate rewards," Statistics & Probability Letters, Elsevier, vol. 102(C), pages 1-7.
- Khaniyev, T. & Kesemen, T. & Aliyev, R. & Kokangul, A., 2008. "Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 785-793, April.
- Brown, Mark & Solomon, Herbert, 1975. "A second-order approximation for the variance of a renewal reward process," Stochastic Processes and their Applications, Elsevier, vol. 3(3), pages 301-314, July.
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Cited by:
- Landy Rabehasaina & Jae-Kyung Woo, 2018. "On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues," Queueing Systems: Theory and Applications, Springer, vol. 90(3), pages 307-350, December.
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Keywords
Renewal process; Renewal function; Renewal–reward process; Second-order approximation; Multivariate rewards;All these keywords.
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