A fundamental matrix for regular semi-Markov processes (Q1120198)
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scientific article; zbMATH DE number 4100345
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| English | A fundamental matrix for regular semi-Markov processes |
scientific article; zbMATH DE number 4100345 |
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A fundamental matrix for regular semi-Markov processes (English)
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1989
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The author defines the concept of a fundamental matrix within the framework of semi-Markov theory. He uses the matrix to derive information on the time spent in a state and on first passage times; in particular, moment formulae and/or limit theorems are derived. The approach is claimed to be easily implemented because of the use of elementary matrix operations.
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fundamental matrix
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semi-Markov theory
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first passage times
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0.7582767009735107
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0.7582688927650452
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0.7559722661972046
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0.7536782026290894
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