TY - JOUR
T1 - An Alternative Approach to the Analysis of Finite Semi-Markov and Related Processes
AU - Sumita, Ushio
AU - Masuda, Yasushi
PY - 1987/1/1
Y1 - 1987/1/1
N2 - Let J(t) be a finite semi-Markov process associated with the age process X(t) and the reward process Z(t). By studying the probabilistic flow of the trivariate process Y(t) = [ J ( t ), X( t ), Z ( t ) ] in its state space, new transform results are obtained. Some known results are then derived directly from these transform results, thereby providing an alternative approach for analysis of semi-Markov and related processes. Some new results are also obtained regarding the reward process Z(t) and its first passage times.
AB - Let J(t) be a finite semi-Markov process associated with the age process X(t) and the reward process Z(t). By studying the probabilistic flow of the trivariate process Y(t) = [ J ( t ), X( t ), Z ( t ) ] in its state space, new transform results are obtained. Some known results are then derived directly from these transform results, thereby providing an alternative approach for analysis of semi-Markov and related processes. Some new results are also obtained regarding the reward process Z(t) and its first passage times.
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U2 - 10.1080/15326348708807047
DO - 10.1080/15326348708807047
M3 - Article
AN - SCOPUS:0040504171
SN - 0882-0287
VL - 3
SP - 67
EP - 87
JO - Communications in Statistics. Stochastic Models
JF - Communications in Statistics. Stochastic Models
IS - 1
ER -