An Alternative Approach to the Analysis of Finite Semi-Markov and Related Processes

Ushio Sumita, Yasushi Masuda

Research output: Contribution to journalArticle

15 Citations (Scopus)

Abstract

Let J(t) be a finite semi-Markov process associated with the age process X(t) and the reward process Z(t). By studying the probabilistic flow of the trivariate process Y(t) = [ J ( t ), X( t ), Z ( t ) ] in its state space, new transform results are obtained. Some known results are then derived directly from these transform results, thereby providing an alternative approach for analysis of semi-Markov and related processes. Some new results are also obtained regarding the reward process Z(t) and its first passage times.

Original languageEnglish
Pages (from-to)67-87
Number of pages21
JournalCommunications in Statistics. Stochastic Models
Volume3
Issue number1
DOIs
Publication statusPublished - 1987 Jan 1

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ASJC Scopus subject areas

  • Modelling and Simulation

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