Convergence of the Mean of a Regenerative Process.
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WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
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Conditions guaranteeing the convergence of EXt for regenerative stochastic processes X are studied. It is shown that the continuous time theory is more complicated than discrete time, in that an extra condition with no discrete time counterpart is required for convergence of the mean in continuous time. However, an easily verified sufficient condition for semi-Markov processes is obtained and applied to the MG1 queue and continuous time Markov chains.
- Operations Research
- Statistics and Probability