Upper Bounds for Exponential Moments of Hitting Times for Semi-Markov Processes

DOI10.1081/STA-120028683zbMath1114.60325OpenAlexW1987035036MaRDI QIDQ3155277

Dmitrii S. Silvestrov

Publication date: 14 January 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-120028683

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05)

Related Items (2)

Poisson approximation of processes with locally independent increments and Markov switching ⋮ Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes

Cites Work

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• The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory
• Recurrence relations for generalized hitting times for semi-Markov processes
• Stability Analysis of in Queueing Problems by a Method of Trial Functions

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