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Superposition of renewal processes with heavy-tailed interarrival times

Author

Listed:
  • Mitov, Kosto V.
  • Yanev, Nikolay M.

Abstract

Limiting distributions for the spent and residual life times in a superposition of independent renewal processes are obtained in the case when the interarrival times belong to domains of attraction of stable laws.

Suggested Citation

  • Mitov, Kosto V. & Yanev, Nikolay M., 2006. "Superposition of renewal processes with heavy-tailed interarrival times," Statistics & Probability Letters, Elsevier, vol. 76(6), pages 555-561, March.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:6:p:555-561
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    Cited by:

    1. Stadje, Wolfgang, 2012. "Embedded Markov chain analysis of the superposition of renewal processes," Statistics & Probability Letters, Elsevier, vol. 82(8), pages 1497-1503.
    2. Yakovlev, A. & Yanev, N., 2007. "Age and residual lifetime distributions for branching processes," Statistics & Probability Letters, Elsevier, vol. 77(5), pages 503-513, March.

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