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
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页码：19 / +
页数：2
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