Let be (A(t)) the forward and (B(t)) the backward recurrence times of an ordinary renewal process at

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Let be $A(t)$ the forward and $B(t)$ the backward recurrence times of an ordinary renewal process at time $t$. For $x>y / 2$, determine functional relationships between $F(t)$ and the conditional probabilities

(1) \(P(A(t)>y-t \mid B(t)=t-x), 0 \leq x

(2) $P(A(t) \leq y \mid B(t)=x), 0 \leq x0$.

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Applied Probability And Stochastic Processes

ISBN: 9780367658496

2nd Edition

Authors: Frank Beichelt

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Question Posted: Apr 26, 2024 04:01 PM

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Let be (A(t)) the forward and (B(t)) the backward recurrence times of an ordinary renewal process at

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Applied Probability And Stochastic Processes

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