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研究生:葉姿岑
研究生(外文):Tzu-Tsen Yeh
論文名稱:關於更新過程之探討
論文名稱(外文):An Investigation of Some Problems Related to Renewal Process
指導教授:羅夢娜羅夢娜引用關係
指導教授(外文):Mong-Na Lo
學位類別:碩士
校院名稱:國立中山大學
系所名稱:應用數學系研究所
學門:數學及統計學門
學類:數學學類
論文種類:學術論文
論文出版年:2001
畢業學年度:89
語文別:英文
論文頁數:16
中文關鍵詞:指數分佈幾何更新過程舊的比新的好之性質幾何分佈更新過程隨機和
外文關鍵詞:random sumgeometric renewal processnew worse than usedexponential distributiongeometric distributionNWU distributionrenewal process
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本論文討論關於更新過程的相關問題。更仔細地說,令$gamma_{t}$代表一更新過程
A={A(t),t>0}的剩餘壽命。若$Var(gamma_{t})=E^2(gamma_{t})-E(gamma_{t})$,
則當到達間距為離散時,此更新過程為幾何更新過程。另一方面,藉由更新過程隨機和的尾部之討論,
證明隨機和的k次方仍滿足舊的比新的好之性質。
In this thesis we present some related problems about the renewal processes. More precisely, let $gamma_{t}$ be the residual life at time $t$ of the renewal process $A={A(t),t geq 0}$, $F$ be the common distribution function of the inter-arrival times. Under suitable conditions, we prove that if $Var(gamma_{t})=E^2(gamma_{t})-E(gamma_{t}),forall t=0,1
ho,2
ho,3
ho,... $, then $F$ will be geometrically distributed under the assumption $F$ is discrete. We also discuss
the tails of random sums for the renewal process. We prove that the $k$ power of random sum is always new worse than used ($NWU$).
1. Introduction
2. Preliminary
3. Characterization related to the geometric characteristic
4. A class of random sums and its NWU property
5. Discussion
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