Exponential and gamma form for tail expansions of first-passage distributions in semi-markov processes

DOI10.1017/APR.2022.4MaRDI QIDQ5055368zbMATH OpenOpenAlexWikidataFDO

Authors R. W. Butler

Publication date 13 December 2022

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/apr.2022.4

zbMATH Keywords

analytic continuationasymptotic hazard ratefirst-passage distributionMarkov processphase-type distrbutionsaddlepoint approximationsemi-Markov processsojourn distribution

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Markov renewal processes, semi-Markov processes (60K15)

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Cites work

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• Feedback control systems
• scientific article; zbMATH DE number 3437808 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• scientific article; zbMATH DE number 3361677 (Why is no real title available?)
• Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions
• Markov Renewal Processes with Finitely Many States
• Non-negative matrices and Markov chains.
• Reliabilities for feedback systems and their saddlepoint approximation.
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint Approximations in Statistics
• Saddlepoint Approximations with Applications
• Semi-Markov models for partially censored data
• Tail Probability Approximations

Cited in

(2)

• Exponential and gamma form for tail expansions of first-passage distributions in semi-markov processes
• Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions

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