Responsive image
博碩士論文 etd-0619101-135518 詳細資訊
Title page for etd-0619101-135518
論文名稱
Title
關於更新過程之探討
An Investigation of Some Problems Related to Renewal Process
系所名稱
Department
畢業學年期
Year, semester
語文別
Language
學位類別
Degree
頁數
Number of pages
16
研究生
Author
指導教授
Advisor
召集委員
Convenor
口試委員
Advisory Committee
口試日期
Date of Exam
2001-06-08
繳交日期
Date of Submission
2001-06-19
關鍵字
Keywords
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
random sum, geometric renewal process, new worse than used, exponential distribution, geometric distribution, NWU distribution, renewal process
統計
Statistics
本論文已被瀏覽 5737 次,被下載 1874
The thesis/dissertation has been browsed 5737 times, has been downloaded 1874 times.
中文摘要
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。
Abstract
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 ($NWU$).
目次 Table of Contents
1. Introduction
2. Preliminary
3. Characterization related to the geometric characteristic
4. A class of random sums and its NWU property
5. Discussion
參考文獻 References
1. Barlow, R. E. and Proschan, F. (1981): Statistical
Theory of Reliability and Life Testing: Probability Models. To
Begin With, Silver Spring, MD.
2. Boyce, W. E. and DiPrima, R. C. (1992): Elementary
differential equations and boundary value problems. New York:
John Wiley & Sons.
3. Brown, H. (1990): Error bounds for exponential approximations
of geometric convolutions. Ann. Prob. 18, 1388-1402.
4. Cai, J. and Kalashnikov, V. (2000): NWU property of a class
of random sums. J. Appl. Prob. 37, 283-289.
5. Cinlar, E. and Jagers, P. (1973): Two mean values which
characterize the Poisson process. J. Appl. Prob.10, 678-681.
6. Fitzpatrick, P. M. (1996): Advanced Calculus.
New York: PWS Publishing Company.
7. Fosam, E. B. and Shanbhag, D. N. (1997): Variants of the
Choquet-Deny theorem with applications. J. Appl. Prob. 34, 101-106.
8. Gupta, P. L. and Gupta, R. C. (1986): A characterization of
the Poisson process. J. Appl. Prob. 23, 233-235.
9. Holmes, P. L. (1974): A characterization of the Poisson
Process. Sankhya A 36, 449-450.
10. Huang, W. J. and Chang, W. C. (2000): On a study of the
exponential and Poisson characteristics of the Poisson process.
Metrika 50, 247-254.
11. Huang, W. J. and Li, S. H. (1993): Characterizations of the
Poisson process using the variance.
Commun. Statist.-Theory Meth. 22, 1371-1382.
12. Huang, W. J., Li, S. H. and Su, J. C. (1993): Some
characterizations of the Poisson process and geometric renewal
process. J. Appl. Prob. 30, 121-130.
13. Rao, C. R., Sapatinas, T. and Shanbhag, D. N. (1994): The
integrated Cauchy functional equation: some comments on recent
papers. Adv. Appl. Prob. 26, 825-829.
電子全文 Fulltext
本電子全文僅授權使用者為學術研究之目的,進行個人非營利性質之檢索、閱讀、列印。請遵守中華民國著作權法之相關規定,切勿任意重製、散佈、改作、轉貼、播送,以免觸法。
論文使用權限 Thesis access permission:校內外都一年後公開 withheld
開放時間 Available:
校內 Campus: 已公開 available
校外 Off-campus: 已公開 available


紙本論文 Printed copies
紙本論文的公開資訊在102學年度以後相對較為完整。如果需要查詢101學年度以前的紙本論文公開資訊,請聯繫圖資處紙本論文服務櫃台。如有不便之處敬請見諒。
開放時間 available 已公開 available

QR Code