Recurrence relations and upper bounds are obtained for power moments
of generalized hitting times for semi-Markov processes. General necessary and
sufficient conditions for the existence of these moments are also found.
Applications to hitting times for semi-Markov dynamical systems of linear type,
semi-Markov random walks, diffusion processes and queuing systems are
discussed.
Publié le : 1996-05-14
Classification:
Semi-Markov processes,
hitting times,
recurrent relations and upper bounds for moments,
test functions,
semi-Markov dynamical systems,
random walks,
diffusion processes,
queuing systems,
ergodic theorems,
60J10,
60J15,
60J27,
60K15
@article{1034968147,
author = {Silvestrov, Dmitrii S.},
title = {Recurrence relations for generalized hitting times for semi-Markov
processes},
journal = {Ann. Appl. Probab.},
volume = {6},
number = {1},
year = {1996},
pages = { 617-649},
language = {en},
url = {http://dml.mathdoc.fr/item/1034968147}
}
Silvestrov, Dmitrii S. Recurrence relations for generalized hitting times for semi-Markov
processes. Ann. Appl. Probab., Tome 6 (1996) no. 1, pp. 617-649. http://gdmltest.u-ga.fr/item/1034968147/