The number of visits to a subset of the state space by a discrete- parameter semi-Markov process
type: Item
instance of: scholarly article
title: The number of visits to a subset of the state space by a discrete- parameter semi-Markov process
zbMATH Open document ID: 0835.60079
DOI: 10.1016/0167-7152(94)00051-9
author: Attila Csenki
published in: Statistics \& Probability Letters
publication date: 1995-02-22T00:00:00Z
review text: A discrete-parameter irreducible semi-Markov process with a finite state space is considered. The state space is the union of two disjoint nonempty subsets \(A_1\) and \(A_2\). The distribution of a random number of transitions \(A_1 \to A_2\) during the first \(t + 1\) time instants \((t \geq 1)\) is investigated. A compact formula for this distribution in terms of the semi-Markov transition function is derived.
reviewed by: B. P. Harlamov
Mathematics Subject Classification ID: 60K15
zbMATH DE Number: 724096
zbMATH Keywords: counting process
zbMATH Keywords: closed form expression
zbMATH Keywords: semi-Markov process
MaRDI profile type: Publication
full work available at URL: 0167-7152(94)00051-9
OpenAlex ID: W2052812202
cites work: Some renewal-theoretic investigations in the theory of sojourn times in finite semi-Markov processes
cites work: Occupation frequencies for irreducible finite semi-Markov processes with reliability applications
cites work: Analysis of a counting process associated with a semi-Markov process: number of entries into a subset of state space
description: scientific article; zbMATH DE number 724096