Some distribution and moment formulae for the Markov renewal process
1970 ◽
Vol 68
(1)
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pp. 159-166
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Keyword(s):
1. Introduction. A Markov Renewal Process (MRP) with m(<∞) states is one which records at each time t, the number of times a system visits each of the m states up to time t, if the system moves from state to state according to a Markov chain with transition probability matrix P0 = [pij] and if the time required for each successive move is a random variable whose distribution function (d.f.) depends on the two states between which the move is made. Thus, if the system moves from state i to state j, the holding time in the state i has Fij(x) as its d.f. (i, j = 1,2, …, m).
1991 ◽
Vol 4
(4)
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pp. 293-303
Keyword(s):
2004 ◽
Vol 36
(4)
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pp. 1198-1211
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2006 ◽
Vol 172
(1)
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pp. 267-285
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1987 ◽
Vol 19
(03)
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pp. 739-742
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Keyword(s):
1996 ◽
Vol 33
(03)
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pp. 623-629
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1972 ◽
Vol 13
(4)
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pp. 417-422
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2018 ◽
Vol 28
(5)
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pp. 1552-1563
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