On some waiting time problems

被引：23

作者：

Stefanov, VT ^{[1
]}

机构：

[1] Univ Western Australia, Dept Math & Stat, Nedlands, WA 6009, Australia

来源：

JOURNAL OF APPLIED PROBABILITY | 2000年 / 37卷 / 03期

关键词：

Markov chain; Markov renewal process; slopping time; run; exponential family; generalized phase-type distribution;

D O I：

10.1017/S0021900200015977

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 unifying technology is introduced for finding explicit closed form expressions for joint moment generating functions of various random quantities associated with some waiting time problems. Sooner and later waiting times are covered for general discrete- and continuous-time models. The models are either Markov chains or semi-Markov processes with a finite number of states. Waiting times associated with generalized phase-type distributions, that are of interest in survival analysis and other areas, are also covered.

引用

页码：756 / 764

页数：9

共 29 条

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