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Filtered renewal processes with a two-sided impact function

Published online by Cambridge University Press:  14 July 2016

Per Kragh Andersen
Per Kragh Andersen*
Affiliation:
Statistical Research Unit, Danish Medical and Social Science Research Councils
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Abstract

An expression for the characteristic function of a stationary filtered renewal process with a two-sided impact function is derived, and formulae for the moments are obtained.

Keywords

FILTERED RENEWAL PROCESSRENEWAL EQUATIONTRAFFIC NOISE
Type
Research Papers
Information
Journal of Applied Probability , Volume 16 , Issue 4 , December 1979 , pp. 813 - 821
Copyright
Copyright © Applied Probability Trust 1979 

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