Recurrence relations for generalized hitting times for semi-Markov processes

DOI10.1214/aoap/1034968147zbMath0869.60082OpenAlexW2014454845MaRDI QIDQ1814755

Dmitrii S. Silvestrov

Publication date: 5 August 1997

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

Full work available at URL: https://doi.org/10.1214/aoap/1034968147

zbMATH Keywords

ergodic theoremshitting timesrecurrence relationssemi-Markov processesbounds for moments

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (10)

Upper Bounds for Exponential Moments of Hitting Times for Semi-Markov Processes ⋮ Reliability measures of semi-Markov systems with general state space ⋮ Reward algorithms for semi-Markov processes ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Age-usage semi-Markov models ⋮ Extinction times and size of the surviving species in a two-species competition process ⋮ Hitting times in Markov chains with restart and their application to network centrality ⋮ Computational Algorithms for Moments of Accumulated Markov and Semi-Markov Rewards ⋮ Hitting time and convergence rate bounds for symmetric Langevin diffusions ⋮ ROCOF of higher order for semi-Markov processes

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