A computational procedure for the asymptotic analysis of homogeneous semi-Markov processes
type: Item
instance of: scholarly article
title: A computational procedure for the asymptotic analysis of homogeneous semi-Markov processes
zbMATH Open document ID: 0568.60083
DOI: 10.1016/0167-7152(84)90024-5
author: Raimondo Manca
author: Rodolfo De Dominicis
published in: Statistics \& Probability Letters
publication date: 1984-01-01T00:00:00Z
review text: A semi-Markov process with a finite space of states is considered. A one- dimensional stationary distribution of such a process depends on a set of transient and recurrent classes of an imbedded Markov chain, on stationary probabilities of the Markov chain and on conditional expectations of first exit times given initial states. An algorithm is proposed for evaluation of this distribution. The main step of the algorithm is obtaining equivalence classes with respect to a set of circles in a transition graph of the Markov chain. The algorithm is considered in its application to social security problems.
Mathematics Subject Classification ID: 60K15
Mathematics Subject Classification ID: 60K20
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 3907520
zbMATH Keywords: semi-Markov process
zbMATH Keywords: stationary distribution
zbMATH Keywords: application to social security problems
reviewed by: B. P. Harlamov
MaRDI profile type: Publication
full work available at URL: 0167-7152(84)90024-5
OpenAlex ID: W1966070672
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description: scientific article; zbMATH DE number 3907520