Markov renewal theory
1969 ◽
Vol 1
(02)
◽
pp. 123-187
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Keyword(s):
Consider a stochastic process X(t) (t ≧ 0) taking values in a countable state space, say, {1, 2,3, …}. To be picturesque we think of X(t) as the state which a particle is in at epoch t. Suppose the particle moves from state to state in such a way that the successive states visited form a Markov chain, and that the particle stays in a given state a random amount of time depending on the state it is in as well as on the state to be visited next. Below is a possible realization of such a process.
Keyword(s):
1987 ◽
Vol 24
(02)
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pp. 347-354
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Keyword(s):
1973 ◽
Vol 73
(1)
◽
pp. 119-138
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Keyword(s):
1998 ◽
Vol 12
(3)
◽
pp. 387-391
Keyword(s):
1973 ◽
Vol 73
(2)
◽
pp. 355-359
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Keyword(s):
1989 ◽
Vol 26
(03)
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pp. 643-648
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