The crossing barrier of a non-homogeneous semi-Markov chain

被引：6

作者：

D'Amico, Guglielmo ^{[1
]}

机构：

[1] Univ G DAnnunzio, Fac Farm, Dipartimento Sci Farm, I-66013 Chieti, Italy

来源：

STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES | 2009年 / 81卷 / 06期

关键词：

random operators; deterministic and stochastic barriers; reliability; level crossing orders; RELIABILITY;

D O I：

10.1080/17442500903278892

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we derive the probability distribution function of the first entry time in a time varying subset of the phase space of a non-homogeneous semi-Markov chain. Deterministic and stochastic time varying subsets are considered and results with a ready algorithmic implementation are provided. A possible application is debated by defining and analysing deterministic and stochastic time variable level crossing order for semi-Markov chains.

引用

页码：589 / 600

页数：12

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