A MULTIVARIATE REWARD PROCESS DEFINED ON A SEMI-MARKOV PROCESS AND ITS 1ST-PASSAGE-TIME DISTRIBUTIONS

被引：18

作者：

MASUDA, Y ^{[1
]}

SUMITA, U ^{[1
]}

机构：

[1] UNIV ROCHESTER,SIMON GRAD SCH BUSINESS ADM,ROCHESTER,NY 14627

来源：

JOURNAL OF APPLIED PROBABILITY | 1991年 / 28卷 / 02期

关键词：

ASYMPTOTIC ANALYSIS; 1ST-PASSAGE TIME DISTRIBUTIONS;

D O I：

10.2307/3214872

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：

A multivariate reward process defined on a semi-Markov process is studied. Transform results for the distributions of the multivariate reward and related processes are derived through the method of supplementary variables and the Markov renewal equations. These transform results enable the asymptotic behavior to be analyzed. A class of first-passage time distributions of the multivariate reward processes is also investigated.

引用

页码：360 / 373

页数：14

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