Consider a regenerative process satisfying the conditions of Theorem 3.7 1. Suppose that a reward at rate

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Consider a regenerative process satisfying the conditions of Theorem 3.7 1. Suppose that a reward at rate r(j) is earned whenever the process is in state j. If the expected reward during a cycle is finite, show that the long-run average reward per unit time is, with probability 1, given by r(X(s)) ds = Pr(j), m for r(x(s) lim 1*

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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