TWO MUTUALLY RAREFIED RENEWAL PROCESSES剩余时间过长.pdfVIP

APPLICATIONESMATHEMATICAE 22,2(1994),pp.267–273 ´ I. KOPOCINSKA(Wroclaw) TWO MUTUALLY RAREFIED RENEWAL PROCESSES Abstract. Let us consider two independent renewal processes generated by appropriate sequences of life times. We say that a renewal time is ac- cepted if in the time between a signal and the preceding one, some signal of the second process occurs. Our purpose is to analyze the sequences of accepted renewals. For simplicity we consider continuous and discrete time separately. In the first case we mainly consider the renewal process rarefied by the Poisson process, in the second we analyze the process generated by the motion of draughtsmen moved by die tossing. 1. The problem. Let us consider two independent renewal processes generated by sequences {X (i) , X(i) , . . .}, i = 1, 2, of nonnegative, uniformly 1 2 distributed, independent random variables. Introduce the usual notation for the renewal times, the renewal processes and the residual time processes: S (i) = 0, S(i) = S (i) + X (i), n = 1, 2, . . . , 0 n n−1 n N (t) = max{n ≥ 0 : S (i) t} , i n γ (t) = S (i) − t, t ≥ 0, i = 1, 2. i N (t)+1 i We say that the renewal time S (1) of process 1 is accepted by process 2 if n in the interval (S (1) , S(1)] a renewal in process 2 occurs. Similarly, renewal n−1 n times of process 2 are accepted by process 1. Let Z′′ = 0, Z′′ , Z′′ , . . . denote the accepted times of process 2 and let 0 1 2 ′ ′