Embedded Markov chain analysis of the superposition of renewal processes
For a superposition of i.i.d. renewal processes we derive in closed form the limiting distribution of an embedded counting process that describes the simultaneous presence of points from the individual renewal streams in consecutive inspection intervals of fixed given length.
Volume (Year): 82 (2012)
Issue (Month): 8 ()
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- Kella, Offer & Stadje, Wolfgang, 2006. "Superposition of renewal processes and an application to multi-server queues," Statistics & Probability Letters, Elsevier, vol. 76(17), pages 1914-1924, November.
- Alsmeyer, Gerold, 1996. "Superposed continuous renewal processes A Markov renewal approach," Stochastic Processes and their Applications, Elsevier, vol. 61(2), pages 311-322, February.
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- 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.
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