Acta Mathematicae Applicatae Sinica, English Series

, Volume 19, Issue 3, pp 405–416 | Cite as

Some Limit Theorems in Geometric Processes

Original papers

Abstract

Geometric process (GP) was introduced by Lam[4,5], it is defined as a stochastic process {X n , n = 1, 2, · · ·} for which there exists a real number a > 0, such that {an−1X n , n = 1, 2, · · ·} forms a renewal process (RP). In this paper, we study some limit theorems in GP. We first derive the Wald equation for GP and then obtain the limit theorems of the age, residual life and the total life at t for a GP. A general limit theorem for S n with a > 1 is also studied. Furthermore, we make a comparison between GP and RP, including the comparison of their limit distributions of the age, residual life and the total life at t.

Keywords

Geometric process new better than used in expectation stochastic order 

2000 MR Subject Classification

60G55 60K99 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  1. 1.Northeastern University at QinhuangdaoChina
  2. 2.Department of Statistics and Actuarial ScienceUniversity of Hong KongHong Kong
  3. 3.Department of MathematicsXiamen UniversityXiamenChina
  4. 4.Institute of Applied ProbabilitySanjiang UniversityNanjingChina
  5. 5.Department of Applied MathematicsSoutheast UniversityNanjingChina

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