A TRANSIENT SOLUTION METHOD FOR SEMI-MARKOV SYSTEMS

被引：1
|
作者：
LIMNIOS, N [1 ]
机构：
[1] UNIV TECHNOL COMPIEGNE,DIV MATH APPL,F-60206 COMPIEGNE,FRANCE
来源：
STATISTICS & PROBABILITY LETTERS | 1993年 / 17卷 / 03期
关键词：
SEMI-MARKOV PROCESS; MARKOV RENEWAL PROCESS; TRANSIENT SOLUTION;
D O I：
10.1016/0167-7152(93)90169-J
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study semi-Markov processes with finite state spaces to obtain a transient solution. In the first place, we obtain Kolmogorov's equation from which, in the case of a less general semi-Markov process, we obtain an explicit formula for transient state probabilities. From this point we give a method to obtain a solution of general semi-Markov processes.
引用
收藏
页码：211 / 220
页数：10
相关论文
共 50 条
  • [1] An alternative transient solution for semi-Markov queuing systems
    Kakubava, Revaz
    [J]. GEORGIAN MATHEMATICAL JOURNAL, 2021, 28 (01) : 93 - 98
  • [2] Feasibility of analytical solution for transient availability using semi-Markov process
    Kumar, Girish
    Jain, Vipul
    Gandhi, O.P.
    [J]. International Journal of Reliability and Safety, 2013, 7 (04) : 388 - 410
  • [3] Numerical Solution of non-Homogeneous Semi-Markov Processes in Transient Case*
    Jacques Janssen
    Raimondo Manca
    [J]. Methodology And Computing In Applied Probability, 2001, 3 (3) : 271 - 293
  • [4] RENEWAL THEORY FOR TRANSIENT SEMI-MARKOV CHAINS
    BABILLOT, M
    [J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 1988, 24 (04): : 507 - 569
  • [5] SAMPLING INSPECTION IN SEMI-MARKOV SYSTEMS
    ANISIMOV, VV
    SEREDA, VI
    [J]. CYBERNETICS, 1989, 25 (03): : 400 - 408
  • [6] Dependability analysis of semi-Markov systems
    Limnios, N
    [J]. RELIABILITY ENGINEERING & SYSTEM SAFETY, 1997, 55 (03) : 203 - 207
  • [7] Stability and Control of Fuzzy Semi-Markov Jump Systems Under Unknown Semi-Markov Kernel
    Ning, Zepeng
    Cai, Bo
    Weng, Rui
    Zhang, Lixian
    Su, Shun-Feng
    [J]. IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2022, 30 (07) : 2452 - 2465
  • [8] CONVERGENCE OF SEMI-MARKOV WALKS TO A CONTINUOUS SEMI-MARKOV PROCESS
    KHARLAMOV, BP
    [J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1976, 21 (03) : 482 - 498
  • [9] Using Semi-Markov Chains to Solve Semi-Markov Processes
    Wu, Bei
    Maya, Brenda Ivette Garcia
    Limnios, Nikolaos
    [J]. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2021, 23 (04) : 1419 - 1431
  • [10] CONVERGENCE OF SEMI-MARKOV WANDERINGS TO SEMI-MARKOV CONTINUOUS PROCESS
    KHARLAMOV, BP
    [J]. TEORIYA VEROYATNOSTEI I YEYE PRIMENIYA, 1975, 20 (03): : 679 - 680
12345