Exact distributions for reward functions on semi-Markov and Markov additive processes
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Publication:5441522
DOI10.1239/jap/1165505207zbMath1152.60069OpenAlexW2079322383MaRDI QIDQ5441522
Publication date: 15 February 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1165505207
Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Markov renewal processes, semi-Markov processes (60K15)
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Reward distributions associated with some block tridiagonal transition matrices with applications to identity by descent ⋮ Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap ⋮ Compound patterns and generating functions: from basic waiting times to counts of occurrence ⋮ DYNAMIC ANALYSIS OF A MULTIVARIATE REWARD PROCESS DEFINED ON THE UMCP WITH APPLICATION TO OPTIMAL PREVENTIVE MAINTENANCE POLICY PROBLEMS IN MANUFACTURING
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