Proceedings of the Korean Statistical Society Conference (한국통계학회:학술대회논문집)

The Korean Statistical Society (한국통계학회)
권호 표지

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)
  • Published : 2002.11.01
Download PDF
⟨ Previous Next ⟩

Abstract

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.

Keywords