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Zapiski Nauchnykh Seminarov LOMI, 1985, Volume 142, Pages 167–173
(Mi znsl4331)
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Distribution of traversal time relative to sequences of states in a semi-Markov process
B. P. Harlamov
Abstract:
One considers a semi-Markov process with trajectories from the space $\mathscr D$. One derives a formula for the conditional generating function of the traversal time relative to a sequence of states, similar to Levy's formula for a monotone process with independent increments.
Citation:
B. P. Harlamov, “Distribution of traversal time relative to sequences of states in a semi-Markov process”, Problems of the theory of probability distributions. Part IX, Zap. Nauchn. Sem. LOMI, 142, "Nauka", Leningrad. Otdel., Leningrad, 1985, 167–173; J. Soviet Math., 36:4 (1987), 551–556
Linking options:
https://www.mathnet.ru/eng/znsl4331 https://www.mathnet.ru/eng/znsl/v142/p167
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Abstract page: | 86 | Full-text PDF : | 32 |
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