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Inversion of the Renewal Density with Dead-time

Bernard Picinbono 1
1 Division Signaux - L2S
L2S - Laboratoire des signaux et systèmes : 1289
Abstract : Stationary renewal point processes are defined by the probability distribution of the distances between successive points (lifetimes) that are independent and identically distributed random variables. For some applications it is also interesting to define the properties of a renewal process by using the renewal density. There are well-known expressions of this density in terms of the probability density of the lifetimes. It is more difficult to solve the inverse problem consisting in the determination of the density of the lifetimes in terms of the renewal density. Theoretical expressions between their Laplace transforms are available but the inversion of these transforms is often very difficult to obtain in closed form. We show that this is possible for renewal processes presenting a dead-time property characterized by the fact that the renewal density is zero in an interval including the origin. We present the principle of a recursive method allowing the solution of this problem and we apply this method to the case some processes with input dead time. Computer simulations on Poisson and Erlang(2) processes show quite good agreement between theoretical calculations and experimental measurements on simulated data.
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Submitted on : Wednesday, October 12, 2016 - 10:02:45 AM
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Bernard Picinbono. Inversion of the Renewal Density with Dead-time. Communications in Statistics - Simulation and Computation, Taylor & Francis, 2016, 45, pp.1083 - 1093. ⟨10.1080/03610918.2014.963614⟩. ⟨hal-01379920⟩



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