The cycle length Y of an ordinary renewal process is a discrete random variable with probability distribution pk = P(Y = k); k = 0, 1, 2, ... (1) Show that the corresponding renewal function H(n); n =...


The cycle length Y of an ordinary renewal process is a discrete random variable with probability distribution pk = P(Y = k); k = 0, 1, 2, ...


(1) Show that the corresponding renewal function H(n); n = 0, 1, ... satisfies


(2) Consider the special cycle length distribution


and determine the corresponding renewal function. (This special renewal process is sometimes referred to as the negative binomial process.)



May 21, 2022
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