相关论文: On some generalization of Lorden's inequality for …

It is more important to estimate the rate of convergence to a stationary distribution rather than only to prove the existence one in many applied problems of reliability and queuing theory. This can be done via standard methods, but only…

We consider renewal-type processes whose positive inter-renewal times may be dependent, non-identically distributed, and may have mixed distributions. We introduce a generalised intensity measure extending the classical hazard-rate…

We give a scheme of using the coupling method to obtain strong bounds for the convergence rate of the distribution of the backward renewal process in the total variation distance. This scheme can be applied to a wide class of regenerative…

We establish explicit exponential convergence estimates for the renewal theorem, in terms of a uniform component of the inter arrival distribution, of its Laplace transform which is assumed finite on a positive interval, and of the Laplace…

We construct a renewal structure for random walks on surface groups. The renewal times are defined as times when the random walks enters a particular type of a cone and never leaves it again. As a consequence, the trajectory of the random…

This paper considers a particular renewal-reward process with multivariate discounted rewards (inputs) where the arrival epochs are adjusted by adding some random delays. Then this accumulated reward can be regarded as multivariate…

We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…

Non-linear renewal theory is extended to include random walks perturbed by both a slowly changing sequence and a stationary one. Main results include a version of the Key Renewal Theorem, a derivation of the limiting distribution of the…

Stochastic resetting can be naturally understood as a renewal process governing the evolution of an underlying stochastic process. In this work, we formally derive well-known results of diffusion with resets from a renewal theory…

Consider a finite renewal process in the sense that interrenewal times are positive i.i.d. variables and the total number of renewals is a random variable, independent of interrenewal times. A finite point process can be obtained by…

We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential…

In this paper, with the notion of independent identically distributed (IID) random variables under sublinear expectations introduced by Peng [7-9], we investigate moment bounds for IID sequences under sublinear expectations. We can obtain a…

We consider a renewal process that is conditioned on the number of events in a fixed time horizon. We prove that a centered and scaled version of this process converges to a Brownian bridge, as the number of events grows large, which relies…

The versatility of renewal theory is owed to its abstract formulation. Renewals can be interpreted as steps of a random walk, switching events in two-state models, domain crossings of a random motion, etc. We here discuss a renewal process…

We obtain a Lundberg-type inequality in the case of an inhomogeneous renewal risk model. We consider the model with independent, but not necessarily identically distributed, claim sizes and the interoccurrence times. In order to prove the…

Proper management of resources whose arrival and consumption are subject to environmental randomness is an intrinsic process in both natural and artificial systems. This phenomenon can be modeled as a queuing process whose arrival…

This paper gives upper and lower bounds on the gap in Jensen's inequality, i.e., the difference between the expected value of a function of a random variable and the value of the function at the expected value of the random variable. The…

We study the overshoot \(R_b=S_{\tau(b)}-b\) of a random walk with independent identically distributed increments from a standardised one-parameter exponential family, with primary emphasis on the small-drift regime \(\theta\downarrow0\).…

Randomness (in the sense of being generated in an IID fashion) and exchangeability are standard assumptions in nonparametric statistics and machine learning, and relations between them have been a popular topic of research. This short paper…

Queuing systems with redundant requests have drawn great attention because of their promise to reduce the job completion time and variability. Despite a large body of work on the topic, we are still far from fully understanding the benefits…