Moment solutions for the state exiting counting processes of a Markov renewal process (Q1961831): Difference between revisions

The authors' interest in Markov renewal processes is derived from their investigations into the estimation of queueing system service parameters from queue departure processes [see the authors, Commun. Stat., Theory Methods 24, No. 2, 553-579 (1995)]. This paper considers the development of Laplace-Stieltjes transforms for the moments of the number of times a given state in a special Markov renewal process is excited. Two asymptotic expansions for the moment functions are proposed and evaluated both analytically and empirically.