摘要
更新过程的点间间距{X_n,n=1,2,……}是一个独立同分布的非负随机变量序列。一个自然的推广是考虑一种计数过程,它的点间间距{X_n,n=1,2,……}为一个独立不同分布但满足P{X_n=aX_(n+1)}=1的非负随机变量序列。这样的计数过程称为几何过程。本文介绍并研究了几何过程的剩余寿命及其分布,这些结果使得更新过程中的相应结论成为特殊情况.
The interarrival times for the renewal process are a sequence of nonnegative independent random variables with a common distribution. A natural generalization is to consider a counting process for which the interarrival times are a sequence of nonnegative independent random variables with a different distribution but P{X_n = aX_(n+1) } = 1. Such a counting process is called a geometric process. In this paper, we introduce and study the excess life of the geometric process and its distribution. These results make the corresponding ones in the renewal process a special case.
出处
《东南大学学报（自然科学版）》
EI
CAS
CSCD
1991年第6期27-34,共8页
Journal of Southeast University：Natural Science Edition
关键词
几何过程
剩余寿命
更新过程
renewal process, Laplace transform, convolution, conditional expectation / excess life, geometric process
