Alternative approaches for the transient analysis of Markov chains with catastrophes

DOI10.1080/15598608.2008.10411870zbMath1420.60099MaRDI QIDQ2324075

Antonis Economou, Demetris Fakinos

Publication date: 13 September 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2008.10411870

zbMATH Keywords

age; Markov chain; point process; renewal process; renewal equation; catastrophes; non-homogeneous Poisson process; disasters; order statistics property; backward recurrence time

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

60J27: Continuous-time Markov processes on discrete state spaces

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