Exponential and gamma form for tail expansions of first-passage distributions in semi-markov processes

DOI10.1017/apr.2022.4zbMath1499.60310OpenAlexW4282827852WikidataQ115563896 ScholiaQ115563896MaRDI QIDQ5055368

Ronald W. Butler

Publication date: 13 December 2022

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/apr.2022.4

zbMATH Keywords

saddlepoint approximationMarkov processanalytic continuationsemi-Markov processsojourn distributionfirst-passage distributionasymptotic hazard ratephase-type distrbution

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Markov renewal processes, semi-Markov processes (60K15)

Related Items (2)

Exponential and gamma form for tail expansions of first-passage distributions in semi-markov processes ⋮ Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions

Uses Software

• MCQueue

Cites Work

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