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Terminating Renewal Processes: Analytical-Statistical Estimates and Their Efficiency

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Cybernetics and Systems Analysis Aims and scope

Abstract

An approach is proposed to the construction of different unbiased analytical-statistical estimates for calculation of the termination time of different renewal processes by the Monte Carlo method. The processes are typical of queuing systems, reliability theory, and risk analysis of renewal processes and to the analysis of their efficiency using the algorithmic language Maple V.

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Authors and Affiliations

  1. V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kiev, Ukraine

    V. D. Shpak

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  1. V. D. Shpak
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Additional information

The results were obtained during two scientific visits to the STORM Research Center of the University of North London in 1998–1999 with a sponsor support from the Royal Society in Great Britain and within the framework of the project UKR-01-008.

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Translated from Kibernetika i Sistemnyi Analiz, No. 1, pp. 138–155, January–February 2005.

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Shpak, V.D. Terminating Renewal Processes: Analytical-Statistical Estimates and Their Efficiency. Cybern Syst Anal 41, 112–125 (2005). https://doi.org/10.1007/s10559-005-0046-3

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  • DOI: https://doi.org/10.1007/s10559-005-0046-3

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