Markov Renewal Processes: Definitions and Preliminary Properties

From MaRDI portal
Publication:5684066

DOI10.1214/aoms/1177704863zbMath0267.60089OpenAlexW2058530497MaRDI QIDQ5684066

Ronald Pyke

Publication date: 1961

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

Full work available at URL: https://doi.org/10.1214/aoms/1177704863



Related Items

Ergodic and ratio limit theorems for ?-recurrent semi-Markov processes, Discrete Time Reward Models for Homogeneous Semi-Markov Systems, A Phase-Type Semi-Markov Point Process, Construction of a semi-Markov model for the performance of a football team in the presence of missing data, A limit theorem on $(J,\,X)$-processes, Large deviations of uniformly recurrent Markov additive processes, Semi-Markovian capacities in production network models, Earthquake forecasting based on multi-state system methodology, The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications, Rates of convergence in markov renewal processes with auxiliary paths, Estimation for discrete-time semi-Markov reward processes: analysis and inference, On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes, Critical age-dependent branching processes: Single and multitype, Investigation of fractional order differential equation for boundary functional of a semi-Markov random walk process with negative drift and positive jumps, A fundamental matrix for regular semi-Markov processes, Nonparametric estimation based on censored observations of a Markov renewal process, Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel, Numerical computation of mean passage times and absorption probabilities in Markov and Semi-Markov models, A mean first passage time genome rearrangement distance, A Characterization of Normal Markov Chains, On general bootstrap of empirical estimator of a semi-Markov kernel with applications, Reliability measures of semi-Markov systems with general state space, Semi-stationary processes, Markov additive processes. I, The size of a Markovian SIR epidemic given only removal data, Application of Markov renewal theory and <scp>semi‐Markov</scp> decision processes in maintenance modeling and optimization of multi‐unit systems, A note on the matrix renewal function, On the existence and uniqueness of solution of MRE and applications, A classification of a random walk defined on a finite Markov chain, The expected cumulative operational time for finite semi-Markov systems and estimation, Semimartingale representation of a class of semi-Markov dynamics, Modelling heterogeneity in a manpower system: a review, A semi-Markov model for survival data with covariates, Queues with interruptions: a survey, Semi-Markov and reward fields, Regularity of semi-Markov processes, Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation, Hypergraph-based parallel computation of passage time densities in large semi-Markov models, Unnamed Item, On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications, Repair limit replacement policies with lead time, Markov models of occupational mobility: Theoretical development and empirical support. Part 1: Careers†, Use of Bayesian Analysis of Semi-Markov Process Models to Study Consumer Buying Behavior, Hypotheses testing and posterior concentration rates for semi-Markov processes, Analysis of \(GI/ M/ n/ n\) queueing system with ordered entry and no waiting line, A stochastic model for the HIV/AIDS dynamic evolution, Bayesian nonparametric estimation for reinforced Markov renewal processes, Discrete-Time Semi-Markov Random Evolutions and their Applications, Extended stochastic Petri net models for systems with parallel and cooperative motions, Estimation in a model for a semi-Markov process with covariates under right-censoring, Remarks of the sojourn times of a semi-Markov process, On the boundary theory for Markov chains. II, A \(\chi^2\) goodness-of-fit test for Markov renewal processes, A stochastic theory of matching processes, Semi-Markov processes and their applications, The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions, A semi-martingale representation for a semi-Markov chain with application to finance, Optimal sequential estimation for semi-markov and markov renewal processes, Loop-free Markov chains as determinantal point processes, Rate of convergence in the law of large numbers for supercritical general multi-type branching processes, Sensitivity of hidden Markov models, Unnamed Item, A transient solution method for semi-Markov systems, Analyses of subensembles of M/G/1 queueing sequences, Potentials associated with recurrent Markov renewal processes, On the limiting distributions in Markov renewal processes with finitely many states, On Discrete Time Semi-Markov Chains and Applications in Words Occurrences, Linear programming algorithms for semi-Markovian decision processes, Reliability and availability of 1-out-of-n:G cold standby systems with arbitrary failure rate and constant repair rate, Estimation of the transition distributions of a Markov renewal process, Generalized renewal functions and stationary inventory models, Scalar timing and semi-Markov chains in free-operant avoidance, A Markov renewal process imbedded in a Markov chain, Dynamic analysis of a unified multivariate counting process and its asymptotic behavior, On a semi-Markov generalization of the random walk, On one method of proving limit theorems for certain functionals of semi- Markov processes, Regression analysis of stochastic fatigue crack growth model in a martingale difference framework, A stochastic model of human reproduction: Some preliminary results, DYNAMIC ANALYSIS OF A MULTIVARIATE REWARD PROCESS DEFINED ON THE UMCP WITH APPLICATION TO OPTIMAL PREVENTIVE MAINTENANCE POLICY PROBLEMS IN MANUFACTURING, Analysis of non-regenerative repair processes through homogeneous Markov models, Finite non-homogeneous semi-Markov processes: Theoretical and computational aspects, On the Weak Convergence of an Empirical Estimator of the Discrete-Time Semi-Markov Kernel, A method to abstract a stochastic Petri net., Geometric convergence of semi-Markov transition probabilities, A long period multistate life table using micro data, Nonparametric reliability estimation of semi-Markov processes, A multidimensional functional central limit theorem for an empirical estimator of a continuous-time semi-Markov kernel, A renewal type theorem on continuous-time $(J,\,X)$-processes, The rate of occurrence of failures for semi-Markov processes and estimation, A characterization for mixtures of semi-Markov processes.