A method for computing the autocovariance of renewal processes

Suyono; Ibnu Hadi

doi:10.1016/j.jkss.2018.05.006

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A method for computing the autocovariance of renewal processes

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Suyono, Ibnu Hadi

2018 Journal of the Korean Statistical Society Vol. 47 Issue 4 Article Cited by 4 SDG 8SDG 16

Abstract

In this paper we derive formulae for the autocovariance functions of renewal and renewal reward processes. The derivation is based on a Poissonization technique of a renewal process. The formulae are expressed in the form of Laplace transforms. In some cases we may invert the Laplace transforms analytically, but in general we have to invert them numerically. © 2018 The Korean Statistical Society

Affiliations

Department of Mathematics, Universitas Negeri Jakarta, Jl. Rawamangun Muka, Jakarta, 13220, Indonesia

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