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几何过程的剩余寿命及其分布
引用本文:张元林.几何过程的剩余寿命及其分布[J].东南大学学报(自然科学版),1991,21(6):27-34.
作者姓名:张元林
作者单位:东南大学数学力学系
摘    要:

关 键 词:几何过程  剩余寿命  更新过程

Excess Life of the Geometric Process and Its Distribution
Zhang Yuanlin.Excess Life of the Geometric Process and Its Distribution[J].Journal of Southeast University(Natural Science Edition),1991,21(6):27-34.
Authors:Zhang Yuanlin
Institution:Department of Mathematics and Mechanics
Abstract: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.
Keywords:renewal process  Laplace transform  convolution  conditional expectation / excess life  geometric process  
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