ON THE ASYMPTOTIC BEHAVIOUR OF THE MATHEMATICAL EXPECTATION OF THE RENEWAL-REWARD PROCESS UNDER THE CRAMER CONDITION
Keywords:
renewal process,, renewal function, , renewal-reward process, , mathematical expectation, , asymptotic expansion, , Cramer conditionAbstract
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.