Conditional Markov renewal theory. I. Finite and denumerable state space

DOI10.1214/AOP/1176993144MaRDI QIDQ801409zbMATH OpenOpenAlexFDO

Authors Steven P. Lalley

Publication date 1984

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993144

zbMATH Keywords

invariant measuresemi-Markov processConditional distributions

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05)

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• Limit theorems for first-passage times in non–linear markov renewal theory
• Cesaro limits of marked point processes oh the line
• scientific article; zbMATH DE number 4086731 (Why is no real title available?)
• Blackwell's renewal theorem for certain linear submartingales and coupling
• An extension of Kesten's renewal theorem for random walk in a random environment
• Ruin probabilities for risk process in a regime-switching environment
• Renewal equation on the whole line
• scientific article; zbMATH DE number 4052724 (Why is no real title available?)
• Simple derivations of properties of counting processes associated with Markov renewal processes
• On the regularity property of semi-Markov processes with Borel state spaces
• Multitype self-similar growth-fragmentation processes
• Entry Times into Asymptotically Receding Regions for Processes with Semi-Markov Switchings
• Stability of overshoots of Markov additive processes
• Théorie du renouvellement pour des chaînes semi-markoviennes transientes. (Renewal theory for transient semi-Markov chains)
• An infinite variance solidarity theorem for Markov renewal functions
• Investigation of the asymptotics of a renewal matrix
• Approximation of the marginal distributions of a semi-Markov process using a finite volume scheme
• Stable Lévy processes in a cone
• Minimal Riesz energy on balanced fractal sets

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