On a fundamental identity in the theory of semi-Markov processes
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Publication:5654849
DOI10.2307/1425998zbMATH Open0243.60051OpenAlexW2331526196MaRDI QIDQ5654849FDOQ5654849
Publication date: 1972
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1425998
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50) Markov renewal processes, semi-Markov processes (60K15) Stopping times; optimal stopping problems; gambling theory (60G40)
Cited In (6)
- Distributions of overshoots for almost continuous stochastic processes defined on a Markov chain
- Wiener-Hopf equations and their applications in probability theory
- Symmetric Wiener-Hopf factorisations in Markov additive processes
- An analytical solution for the discrete time single server system with semi-Markovian arrivals
- The single server semi-Markov queue
- On the moment-generating functions of extrema and their complements for almost semicontinuous integer-valued Poisson processes on Markov chains
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