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Computation and applications of geometric mixtures of convolutions

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  • Marcel F. Neuts

Abstract

We consider the probability distribution of the waiting time until a lifetime in excess of T occurs in a renewal process. That distribution is a geometric mixture of the successive convolutions of a distribution with bounded support. Algorithms are developed for certain broad classes of lifetime distributions. Applications to warranty policies are discussed.

Suggested Citation

  • Marcel F. Neuts, 1988. "Computation and applications of geometric mixtures of convolutions," Naval Research Logistics (NRL), John Wiley & Sons, vol. 35(4), pages 529-537, August.
    • Handle: RePEc:wly:navres:v:35:y:1988:i:4:p:529-537
    DOI: 10.1002/1520-6750(198808)35:43.0.CO;2-8
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    References listed on IDEAS

    as
    1. John W. Mamer, 1982. "Cost analysis of pro rata and free‐replacement warranties," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 29(2), pages 345-356, June.
    2. D. G. Nguyen & D. N. P. Murthy, 1984. "Cost analysis of warranty policies," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 31(4), pages 525-541, December.
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    Cited by:

    1. Edward P. C. Kao & Marion Spokony Smith, 1992. "On excess‐, current‐, and total‐life distributions of phase‐type renewal processes," Naval Research Logistics (NRL), John Wiley & Sons, vol. 39(6), pages 789-799, October.

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