The correlation of the backward and forward recurrence times in a renewal process |
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| Authors: | KG Gakis BD Sivazlian |
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| Institution: | Department of Industrial and Systems Engineering , The University of Florida , Gainesville, FL, 32611-2083, USA |
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| Abstract: | The joint complementary distribution function is used to obtain the covariance function of the backward and forward recurrence times in an ordinary renewal process for both the time dependent and the steady state cases. Hence, a closed form expression for the steady state correlation of the backward and forward recurrence times is obtained and special cases are investigated |
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