7.3.2 A fundamental identity involving the renewal function, valid for all renewal processes, is See equation (7.7).

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7.3.2 A fundamental identity involving the renewal function, valid for all renewal processes, is

See equation (7.7). Evaluate the left side and verify the identity when the renewal counting process is a Poisson process.

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An Introduction To Stochastic Modeling

ISBN: 9780233814162

4th Edition

Authors: Mark A. Pinsky, Samuel Karlin

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Question Posted: Nov 01, 2024 02:00 AM

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7.3.2 A fundamental identity involving the renewal function, valid for all renewal processes, is See equation (7.7).

Question:

E[WND+1] =E[X](M(t)+1).

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An Introduction To Stochastic Modeling

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