A fundamental matrix for regular semi-Markov processes
type: Item
instance of: scholarly article
title: A fundamental matrix for regular semi-Markov processes
zbMATH Open document ID: 0672.60088
DOI: 10.1016/0304-4149(89)90059-8
author: Mendel Fygenson
published in: Stochastic Processes and their Applications
publication date: 1989-01-01T00:00:00Z
review text: The author defines the concept of a fundamental matrix within the framework of semi-Markov theory. He uses the matrix to derive information on the time spent in a state and on first passage times; in particular, moment formulae and/or limit theorems are derived. The approach is claimed to be easily implemented because of the use of elementary matrix operations.
Mathematics Subject Classification ID: 60K15
zbMATH DE Number: 4100345
zbMATH Keywords: fundamental matrix
zbMATH Keywords: semi-Markov theory
zbMATH Keywords: first passage times
reviewed by: J. L. Teugels
MaRDI profile type: MaRDI publication profile
full work available at URL: 0304-4149(89)90059-8
OpenAlex ID: W2028204283
cites work: Markov renewal theory
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description: scientific article; zbMATH DE number 4100345