Markov Renewal Processes with Finitely Many States

DOI10.1214/AOMS/1177704864zbMATH Open0201.49901OpenAlexW1966617542MaRDI QIDQ5600529FDOQ5600529

Ronald Pyke

Publication date: 1961

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177704864

Cited In (89)

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• Numerical Treatment of Homogeneous and Non-homogeneous Semi-Markov Reliability Models
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• On general bootstrap of empirical estimator of a semi-Markov kernel with applications
• A multi-dimensional renewal theorem for finite Markov chains
• Homogeneous semi-Markov reliability models for credit risk management
• Optimal dental scheduling
• A fundamental matrix for regular semi-Markov processes
• Discrete-Time Semi-Markov Random Evolutions and their Applications
• Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation
• A fitting algorithm for Markov-modulated Poisson processes having two arrival rates
• Nonparametric reliability estimation of semi-Markov processes
• A \(\chi^2\) goodness-of-fit test for Markov renewal processes
• A long period multistate life table using micro data
• Bayesian nonparametric estimation of first passage distributions in semi-Markov processes
• Bootstrapping through discrete convolutional methods
• On the Weak Convergence of an Empirical Estimator of the Discrete-Time Semi-Markov Kernel
• Use of Bayesian Analysis of Semi-Markov Process Models to Study Consumer Buying Behavior
• Time Dependent Availability of K-out-of-N:G Systems with Exponential Failures and General Repairs
• Terminating markov renewal processes
• A semi-Markov approach to financial modelling during the COVID-19 pandemic
• A Phase-Type Semi-Markov Point Process
• A unified approach for hitting time of jump Markov type processes
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• A semi-martingale representation for a semi-Markov chain with application to finance
• Optimum checking request policies
• Semimartingale representation of a class of semi-Markov dynamics
• On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes
• Parametric inference for time-to-failure in multi-state semi-Markov models: A comparison of marginal and process approaches
• Dynamic analysis of a multivariate reward process defined on the UMCP with application to optimal preventive maintenance policy problems in manufacturing
• Exponential and gamma form for tail expansions of first-passage distributions in semi-markov processes
• Analyses of subensembles of M/G/1 queueing sequences
• The optimization of K-effect models by linear and dynamic programming
• The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions
• Output flow of single-line queuing systems
• The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications
• Optimum preventive maintenance policies maximizing the mean time to the first system failure for a two-unit standby redundant system

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