On the Distribution of the Maximum of a Semi-Markov Process

DOI10.1214/AOMS/1177698327zbMATH Open0241.60079OpenAlexW2065372366MaRDI QIDQ5652015FDOQ5652015

Authors: Lawrence D. Stone 

Publication date: 1968

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

Full work available at URL: https://doi.org/10.1214/aoms/1177698327

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15)

Cited In (3)

• A fluctuation theory for Markov chains
• Title not available (Why is that?)
• On a semi-Markov generalization of the random walk

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