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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2017 Volume 62, Issue 1, Pages 44–67 (Mi tvp5095)

This article is cited in 3 papers

Limit theorems for generalized renewal processes

E. V. Bulinskayaa, A. I. Sokolova

a Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: The main aim of the present paper is the investigation of the asymptotic behavior of delayed periodic renewal processes. Strong law of large numbers (SLLN), central limit theorem (CLT), and functional limit theorem (FLT) are established for such processes. Application of the obtained results in the inventory theory is also considered.

Keywords: generalized renewal processes, strong law of large numbers, central limit theorem, functional limit theorem, reward-renewal processes, inventory models.

Received: 28.07.2016
Accepted: 20.10.2016

DOI: 10.4213/tvp5095


 English version:
Theory of Probability and its Applications, 2018, 62:1, 35–54

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