On some waiting time problems
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Publication:4529139
DOI10.1239/jap/1014842834zbMath0969.60021OpenAlexW2051455677MaRDI QIDQ4529139
Publication date: 23 September 2001
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1014842834
stopping timeMarkov renewal processMarkov chainexponential familygeneralized phase-type distributionrun
Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
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