Some limit theorems for cumulative processes with applications to sojourn times

DOI10.1016/0167-6377(87)90035-6MaRDI QIDQ1095508zbMATH OpenOpenAlexFDO

Authors Vidyadhar G. Kulkarni

Publication date 1987

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(87)90035-6

zbMATH Keywords

expected sojourn times in an alternating renewal processexpected total time spent in a given statepositive recurrent Markov and semi-Markov processes

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Renewal theory (60K05) Markov renewal processes, semi-Markov processes (60K15)

Review text

The author has shown that for a cumulative process \(\{\) W(t), \(t\geq 0\}\), E(W(t)) asymptotically tends to \(\alpha t+\beta +O(1)\). The constant \(\alpha\) is known in the literature [see \textit{W. L. Smith}, Proc. Roy. Soc. Lond., Ser. A 232, 6-31 (1955; Zbl 0067.363)] and an expression for the constant \(\beta\) is derived in this paper. This result is applied to study the limiting behaviour of the expected sojourn times in an alternating renewal process, and some known results regarding the expected total time spent in a given state in positive recurrent Markov and semi-Markov processes are derived as special cases.

Recommendations

• The asymptotic joint distribution of the state occupancy times in an alternating renewal process
• Limit theorems for cumulative processes
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• scientific article; zbMATH DE number 3936151
• THE SOJOURN TIME DISTRIBUTION OF AN ALTERNATING RENEWAL PROCESS

Cites work

• Asymptotic Properties of Cumulative Processes
• scientific article; zbMATH DE number 3885030 (Why is no real title available?)
• scientific article; zbMATH DE number 3736679 (Why is no real title available?)
• scientific article; zbMATH DE number 3793743 (Why is no real title available?)
• scientific article; zbMATH DE number 3532286 (Why is no real title available?)
• Regenerative stochastic processes
• The Integral of a Step Function Defined on a Semi-Markov Process

Cited in

(2)

• scientific article; zbMATH DE number 3936151 (Why is no real title available?)
• Sojourn times

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