Asymptotic Behavior of First Passage Probabilities in the Perturbed Non-homogeneous Semi-Markov Systems

DOI10.1081/STA-120028690MaRDI QIDQ3155285zbMATH OpenFDO

Authors P.-C. G. Vassiliou, Helen L. Tsakiridou

Publication date 14 January 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

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Cites work

• scientific article; zbMATH DE number 3648910 (Why is no real title available?)
• scientific article; zbMATH DE number 3926712 (Why is no real title available?)
• scientific article; zbMATH DE number 47926 (Why is no real title available?)
• scientific article; zbMATH DE number 1260707 (Why is no real title available?)
• Asymptotic behavior of nonhomogeneous semi-Markov systems
• Modelling heterogeneity in a manpower system: a review
• Non-homogeneous semi-Markov systems and maintainability of the state sizes
• Semi-Markovian manpower models in continuous time
• Spectral localization of operators in Banach spaces
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• The evolution of the theory of non-homogeneous Markov systems
• The perturbed non-homogeneous Markov system in continuous time
• The perturbed nonhomogeneous Markov system

Cited in

(6)

• On the variances and covariances of the duration state sizes of semi-Markov systems
• Exotic properties of non-homogeneous Markov and semi-Markov systems
• Asymptotic behavior of nonhomogeneous semi-Markov systems
• Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk
• Perturbation analysis for dynamic poverty indexes
• Stability analysis and stabilization of discrete-time non-homogeneous semi-Markov jump linear systems: a polytopic approach

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