A unified approach for hitting time of jump Markov type processes
DOI10.1007/S11009-024-10100-2zbMATH Open1548.60119MaRDI QIDQ6620475
Publication date: 16 October 2024
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Markov processphase-type distributionMarkov chainhitting timesemi-Markov processrare eventsemi-Markov chain
Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Markov renewal processes, semi-Markov processes (60K15) Jump processes on general state spaces (60J76)
Cites Work
- Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.
- Reliability measures of semi-Markov systems with general state space
- General Irreducible Markov Chains and Non-Negative Operators
- Markov Renewal Processes with Finitely Many States
- Semi-Markov processes and reliability
- Discrete-Time Semi-Markov Random Evolutions and Their Applications
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