Regenerative Process Semi-Regenerative Process Geometric Sum Two-Sided Bounds
Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Serdica Mathematical Journal, Vol. 22, No 4, (1996), 525p-546p
If a regenerative process is represented as semi-regenerative, we derive
formulae enabling us to calculate basic characteristics associated with the first occurrence
time starting from corresponding characteristics for the semi-regenerative
process. Recursive equations, integral equations, and Monte-Carlo algorithms are
proposed for practical solving of the problem.