Some Algebraic Methods in Semi-Markov Chains

被引：0

作者：

Barbu, Vlad Stefan ^{[1
]}

Limnios, Nikolaos ^{[2
]}

机构：

[1] Univ Rouen, Lab Math Raphael Salem, UMR 6085, Ave Univ,BP 12, F-76801 St Etienne, France

[2] Univ Technol Compiegne, Lab Math Appl Compiegne, F-60205 Compiegne, France

来源：

ALGEBRAIC METHODS IN STATISTICS AND PROBABILITY II | 2010年 / 516卷

关键词：

Semi-Markov chains; countable state space; algebraic methods; Markov renewal theory; reliability; hitting times;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This article is concerned with algebraic methods developed for discrete-time semi-Markov processes with countable state space. After a short presentation of infinite matrices and associated operations, we describe the discrete-time semi-Markov setting. Then, we present some elements of Markov renewal theory and we obtain the mean hitting time of a subset of the state space for this type of process. A specialization of these results to the finite state space case is also presented. We end with several concluding remarks.

引用

页码：19 / +

页数：2

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