• Title/Summary/Keyword: renewal function

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The Approximation for the Auxiliary Renewal Function (보조재생함수에 대한 근사)

  • Bae, Jong-Ho;Kim, Sung-Gon
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.333-343
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    • 2007
  • The auxiliary renewal function has an important role in analyzng queues in which the either of the inter-arrival time and the service time of customers is not exponential. As like the renewal function, the auxiliary renewal function is hard to compute although it can be defined theoretically. In this paper, we suggest two approximations for auxiliary renewal function and compare the two with the true value of auxiliary renewal function which can be computed in some special cases.

Parametric Estimation of a Renewal Function

  • Jeong, Hai-Sung;Na, Myung-Hwan
    • International Journal of Reliability and Applications
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    • v.1 no.1
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    • pp.81-87
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    • 2000
  • One of the most important quantities in reliability theory is the expected number of renewals of a system during a given interval. This quantity, the renewal function, is used to determine the optimal preventive maintenance policy and to estimate the cost of a warranty. In this paper we study a parametric approach for a renewal function. The simulation study is presented to compare the relative performance of the introduced estimators of a renewal function. And we show that the proposed parametric estimator performs well.

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ASYMPTOTIC DISTRIBUTION OF THE DISCOUNTED PROPER DEFICIT IN THE DISCRETE TIME DELAYED RENEWAL MODEL

  • Bao, Zhen-Hua;Wang, Jing
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.2
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    • pp.325-334
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    • 2011
  • In this paper we consider the discrete time delayed renewal risk model. We investigate what will happen when the distribution function of the discounted proper deficit is asymptotic in the initial surplus. In doing this we establish several lemmas regarding some related ruin quantities in the discrete time delayed renewal risk model, which are of significance on their own right.

Approximation of the Renewal Function for Hjorth Model and Dhillon Model (Hjorth모형과 Dhillon모형에 대한 재생함수 추정)

  • Nam, Kyung-H.;Chang, Seog-Ju;Kim, Do-Hoon
    • Journal of Korean Society for Quality Management
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    • v.34 no.1
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    • pp.34-39
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    • 2006
  • This paper applies approximation of the renewal function for Hjorth model and Dhillon model which show the trend change in its aging properties. We obtain the renewal function for Hjorth model and Dhillon model by a numerical solution of an approximate integral. We observe the influence of each parameter in these models. The results of the computation are described and their corresponding graphs are provided.

RENEWAL AND RENEWAL REWARD THEORIES FOR T-INDEPENDENT FUZZY RANDOM VARIABLES

  • KIM, JAE DUCK;HONG, DUG HUN
    • Journal of applied mathematics & informatics
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    • v.33 no.5_6
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    • pp.607-625
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    • 2015
  • Recently, Wang et al. [Computers and Mathematics with Ap-plications 57 (2009) 1232-1248.] and Wang and Watada [Information Sci-ences 179 (2009) 4057-4069.] studied the renewal process and renewal reward process with fuzzy random inter-arrival times and rewards under the T-independence associated with any continuous Archimedean t-norm. But, their main results do not cover the classical theory of the random elementary renewal theorem and random renewal reward theorem when fuzzy random variables degenerate to random variables, and some given assumptions relate to the membership function of the fuzzy variable and the Archimedean t-norm of the results are restrictive. This paper improves the results of Wang and Watada and Wang et al. from a mathematical per-spective. We release some assumptions of the results of Wang and Watada and Wang et al. and completely generalize the classical stochastic renewal theorem and renewal rewards theorem.

A Renewal Theorem for Random Walks with Time Stationary Random Distribution Function

  • Hong, Dug-Hun
    • Journal of the Korean Statistical Society
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    • v.25 no.1
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    • pp.153-159
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    • 1996
  • Sums of independent random variables $S_n = X_1 + X_ + cdots + X_n$ are considered, where the X$_{n}$ are chosen according to a stationary process of distributions. Given the time t .geq. O, let N (t) be the number of indices n for which O < $S_n$ $\geq$ t. In this set up we prove that N (t)/t converges almost surely and in $L^1$ as t longrightarrow $\infty$, which generalizes classical renewal theorem.m.

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Availabilities of Some Repairable Network System

  • Lee, Jung-Yeon;Kim, Jong-Woo;Lee, Eui-Yong
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.125-128
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    • 2002
  • In this paper, we define an availability of network, when the states of links are modeled by alternating renewal processes. The actual availabilities of some simple networks are obtained and compared to each other.

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Reliability Analysis Procedures for Repairable Systems and Related Case Studies (수리 가능 시스템의 신뢰성 분석 절차 및 사례 연구)

  • Lee, Sung-Hwan;Yum, Bong-Jin
    • Journal of the Korea Institute of Military Science and Technology
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    • v.9 no.2 s.25
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    • pp.51-59
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    • 2006
  • The purpose of this paper is to present reliability analysis procedures for repairable systems and apply the procedures for assessing the reliabilities of two subsystems of a specific group of military equipment based on field failure data. The mean cumulative function, M(t), the average repair rate, ARR(t), and analytic test methods are used to determine whether a failure process follows a renewal or non-renewal process. For subsystem A, the failure process turns out to follow a homogeneous Poisson process, and subsequently, its mean time between failures, availability, and the necessary number of spares are estimated. For subsystem B, the corresponding M(t) plot shows an increasing trend, indicating that its failure process follows a non-renewal process. Therefore, its M(t) is modeled as a power function of t, and a preventive maintenance policy is proposed based on the annual mean repair cost.

Marginal distribution of crossing time and renewal numbers related with two-state Erlang process

  • Talpur, Mir Ghulam Hyder;Zamir, Iffat;Ali, M. Masoom
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.191-202
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    • 2009
  • In this study, we drive the one dimensional marginal transform function, probability density function and probability distribution function for the random variables $T_{{\xi}N}$ (Time taken by the servers during the vacations), ${\xi}_N$(Number of vacations taken by the servers) and ${\eta}_N$(Number of customers or units arrive in the system) by controlling the variability of two random variables simultaneously.

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Nonparametric Estimation of Renewal Function

  • Jeong, Hai-Sung;Kim, Jee-Hoon;Na, Myoung-Hwan
    • Journal of Korean Society for Quality Management
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    • v.25 no.4
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    • pp.99-105
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    • 1997
  • We consider a nonparametric estimation of the renewal function. In this paper, we suggest modified methods for Frees's estimator to enhance the efficiency. The methods are based on a piecewise linearization and on the fact that the bounded monotonic functions converging pointwise to the bounded monotonic continuous function converge uniformly. In a simulation study, we show that the modified methods have the better efficiency than that introduced by Frees.

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