Conditional Markov renewal theory. I. Finite and denumerable state space

DOI10.1214/aop/1176993144zbMath0551.60094OpenAlexW2063024474MaRDI QIDQ801409

Steven P. Lalley

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aop/1176993144

zbMATH Keywords

invariant measuresemi-Markov processConditional distributions

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05)

Related Items

Renewal equation on the whole line, Renewal theorem for a class of stationary sequences, An extension of Kesten's renewal theorem for random walk in a random environment, Ruin probabilities for risk process in a regime-switching environment, Limit theorems for first-passage times in non–linear markov renewal theory, Minimal Riesz energy on balanced fractal sets, Stability of overshoots of Markov additive processes, Fluctuation theory for Markov random walks, Stable Lévy processes in a cone, Blackwell's renewal theorem for certain linear submartingales and coupling