Markov Renewal Processes: Approach to Infinity.
STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH
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Considering a Markov renewal process X sub n, T sub n the authors is interested in the possibility of the T sub n having finite accumulation points. This can happen only if the underlying Markov chain X sub n goes to infinity. The study is a generalization of the problem of first passage to infinity in a Markov process. Analytically, this is a generalization of the problem of uniqueness of the solutions of Kolmogorovs differential equations. Author
- Statistics and Probability