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Theory of Probability and Mathematical Statistics
Theory of Probability and Mathematical Statistics
ISSN 1547-7363(online) ISSN 0094-9000(print)

 

The mean coupling time for independent discrete renewal processes


Authors: M. V. Kartashov and V. V. Golomozyĭ
Translated by: O. I. Klesov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 84 (2011).
Journal: Theor. Probability and Math. Statist. 84 (2012), 79-86
MSC (2010): Primary 60J45; Secondary 60A05, 60K05
Published electronically: July 31, 2012
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Abstract: We consider two independent renewal processes with discrete and, in general, nonidentical distributions of interarrival times. The mean coupling time is estimated via the first two moments of these distributions.


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Additional Information

M. V. Kartashov
Affiliation: Department of Probability Theory, Statistics, and Actuarial Mathematics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue 4E, Kiev 03127, Ukraine
Email: nkartashov@skif.com.ua

V. V. Golomozyĭ
Affiliation: Department of Probability Theory, Statistics, and Actuarial Mathematics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue 4E, Kiev 03127, Ukraine

DOI: http://dx.doi.org/10.1090/S0094-9000-2012-00855-7
PII: S 0094-9000(2012)00855-7
Keywords: Renewal theory, renewal sequences, coupling method, coupling time
Received by editor(s): December 17, 2010
Published electronically: July 31, 2012
Article copyright: © Copyright 2012 American Mathematical Society