1982
The Behavior of the Renewal Sequence in Case the Tail of the Waiting-Time Distribution Is Regularly Varying with Index -1
Publication
Publication
Advances in Applied Probability , Volume 14 - Issue 4 p. 870- 884
A second-order asymptotic result for the probability of occurrence of a persistent and aperiodic recurrent event is given if the tail of the distribution of the waiting time for this event is regularly varying with index -1.
Additional Metadata | |
---|---|
doi.org/10.2307/1427028, hdl.handle.net/1765/11459 | |
Advances in Applied Probability | |
Organisation | Erasmus School of Economics |
Frenk, J.B.G. (1982). The Behavior of the Renewal Sequence in Case the Tail of the Waiting-Time Distribution Is Regularly Varying with Index -1. Advances in Applied Probability, 14(4), 870–884. doi:10.2307/1427028
|