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Multivariate weighted renewal functions

Author

Listed:
  • Mallor, F.
  • Omey, E.
  • Santos, J.

Abstract

Let (X,Y),(X1,Y1),(X2,Y2),... denote independent positive random vectors with common distribution function F(x,y)=P(X[less-than-or-equals, slant]x,Y[less-than-or-equals, slant]y) with F(x,y)

Suggested Citation

  • Mallor, F. & Omey, E. & Santos, J., 2007. "Multivariate weighted renewal functions," Journal of Multivariate Analysis, Elsevier, vol. 98(1), pages 30-39, January.
    • Handle: RePEc:eee:jmvana:v:98:y:2007:i:1:p:30-39
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    References listed on IDEAS

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    1. Alsmeyer, Gerold, 1991. "Some relations between harmonic renewal measures and certain first passage times," Statistics & Probability Letters, Elsevier, vol. 12(1), pages 19-27, July.
    2. de Haan, L. & Omey, E. & Resnick, S., 1984. "Domains of attraction and regular variation in IRd," Journal of Multivariate Analysis, Elsevier, vol. 14(1), pages 17-33, February.
    3. Omey, E. & Willekens, E., 1989. "Abelian and Tauberian theorems for the Laplace transform of functions in several variables," Journal of Multivariate Analysis, Elsevier, vol. 30(2), pages 292-306, August.
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    Cited by:

    1. Karamzadeh, M. & Soltani, A.R. & Mardani-Fard, H.A., 2020. "On a class of spatial renewal processes: Renewal processes synchronization probabilities," Statistics & Probability Letters, Elsevier, vol. 158(C).
    2. Omey, Edward & Mitov, Georgi K. & Mitov, Kosto V., 2009. "On the number of renewals in random time," Statistics & Probability Letters, Elsevier, vol. 79(21), pages 2281-2288, November.

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