한국통계학회:학술대회논문집 (Proceedings of the Korean Statistical Society Conference)
- 한국통계학회 2002년도 추계 학술발표회 논문집
- /
- Pages.115-117
- /
- 2002
Analysis of Forward Recurrence Time in Alternating Renewal Process
- Lee, Eui-Yong (Department of Statistics, Sookmyung Women's University) ;
- An, Hye-Ran (Department of Statistics, Sookmyung Women's University) ;
- Choi, Seung-Kyoung (Department of Statistics, Sookmyung Women's University)
- 발행 : 2002.11.01
초록
In this paper, we obtain an explicit formula of the Laplace transform of the forward recurrence time at finite time t > 0 in an alternating renewal process, by adopting a Markovian approach. As a consequence, we obtain the first two moments of the forward recurrence time.