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An approximate solution of the integral equation of renewal theory

Published online by Cambridge University Press:  14 July 2016

Z. Șeyda Deligönül
Z. Șeyda Deligönül*
Affiliation:
Middle East Technical University
*
∗ Postal address: Department of Management, Middle East Technical University, Ankara, Turkey.
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Abstract

In this study, an approximation to the solution of the renewal integral equation is constructed. Performance of the new method is evaluated and it is shown that the approximation provides an upper bound for the renewal function when the hazard function is a non-increasing function of time.

Keywords

GAMMA INTERARRIVAL TIMESHAZARD FUNCTIONMIXED EXPONENTIAL INTERARRIVAL TIMESNUMERICAL INTEGRATIONRENEWAL PROCESS BOUNDSRENEWAL DENSITYRENEWAL FUNCTION
Type
Short Communications
Information
Journal of Applied Probability , Volume 22 , Issue 4 , December 1985 , pp. 926 - 931
Copyright
Copyright © Applied Probability Trust 1985 

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