Distribution of traversal time relative to sequences of states in a semi- Markov process

DOI10.1007/BF01663471zbMath0612.60083OpenAlexW1970165530MaRDI QIDQ1088308

B. P. Kharlamov

Publication date: 1987

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01663471

zbMATH Keywords

semi-Markov processconditional distribution of a first exit time

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Markov processes (60J99)

Cites Work

• Additive functionals and a time change which preserves the semi-Markov property of the process
• Exit sequences and continuous semi-Markov processes on the line
• Arc length associated to a Markov process

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