Computation and applications of geometric mixtures of convolutions

@article{Neuts1988ComputationAA,
  title={Computation and applications of geometric mixtures of convolutions},
  author={Marcel F. Neuts},
  journal={Naval Research Logistics},
  year={1988},
  volume={35},
  pages={529-537},
  url={https://api.semanticscholar.org/CorpusID:119878977}
}
  • M. Neuts
  • Published 1 August 1988
  • Mathematics
  • Naval Research Logistics
On considere la loi de probabilite du temps d'attente necessaire pour obtenir une duree de vie superieure a une constante T dans un processus de renouvellement. Cette loi est une composee geometrique de convolutions successives d'une distribution a support limite 

On renewal processes relating to counter models: the case of phase-type interarrival times

The Type I and Type II counter models of Pyke (1958) have many applications in applied probability: in reliability, queueing and inventory models, for example. In this paper, we study the case in

On excess-, current-, and total-life distributions of phase-type renewal processes

Consider a renewal process whose interrenewal-time distribution is phase type with representation (α, T). We show that the (time-dependent) excess-life distribution is phase type with representation

An Introduction to Probability Theory and Its Applications

The classic text for understanding complex statistical probability An Introduction to Probability Theory and Its Applications offers comprehensive explanations to complex statistical problems.

Error bounds for exponential approximations of geometric convolutions

D derive is an upper bound for d(Y sub 0), the distance between Y sub 0 and an exponential with mean Y sub0, namely for 0p or = 1/2, d(sub 0) or = cp where c = sq ex/sq (ex).

Matrix-geometric solutions in stochastic models - an algorithmic approach

This book is the product of a close collaboration between two mathematicians and an engineer and has been helpful in pinpointing the problems which engineering students encounter in books written by mathematicians.

Future costs of service contracts for consumer durable goods

Abstract A service contract is an agreement between the manufacturer of a durable good and its buyer by which the manufacturer undertakes to repair and maintain the product over a certain stated

Cost analysis of pro rata and free‐replacement warranties

This article examines the short run total costs and long run average costs of products under warranty. Formulae for both consumer cost under warranty and producer profit are derived. The results in

COST ANALYSIS OF WARRANTY POLICIES.

This article analyzes two general warranty policies involving an initial free replacement period, followed by a pro rata period. The short-run total costs and long-run average costs under these