ON THE ASYMPTOTIC BEHAVIOUR OF THE MATHEMATICAL EXPECTATION OF THE RENEWAL-REWARD PROCESS UNDER THE CRAMER CONDITION

Authors

  • V.A. Bayramov
    • R.T. Aliyev

      Keywords:

      renewal process,, renewal function, , renewal-reward process, , mathematical expectation, , asymptotic expansion, , Cramer condition

      Abstract

      In this study, a renewal-reward process is investigated and an asymptotic expansion as t → ∞ for the mathematical expectation with the remainder term O(e-εt ) is derived.

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      Published

      2024-02-19

      Issue

      Vol. 73 No. 1 (2017)

      Section

      Articles