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An algorithmic approach to non-homogeneous semi-markov processes

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Publication:3684956
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DOI10.1080/03610918408812417zbMath0568.60084OpenAlexW2005472298MaRDI QIDQ3684956

Raimondo Manca, Rodolfo De Dominicis

Publication date: 1984

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918408812417


zbMATH Keywords

semi-Markov processes


Mathematics Subject Classification ID

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


Related Items (7)

Numerical Treatment of Homogeneous and Non-homogeneous Semi-Markov Reliability Models ⋮ Estimating parametric semi-Markov models from panel data using phase-type approximations ⋮ The dynamics of pension funds in a stochastic environment ⋮ An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance ⋮ The augmented semi-Markov system and its asymptotic behaviour ⋮ ROCOF of higher order for semi-Markov processes ⋮ Rare events in queueing systems -- A survey




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