Accession Number:

AD0744638

Title:

Markov Renewal Processes: Approach to Infinity.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH

Personal Author(s):

• Cinlar,Erhan

Report Date:

1972-06-01

Pagination or Media Count:

26.0

Abstract:

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

Descriptors:

• (*STOCHASTIC PROCESSES
• THEOREMS)
• SET THEORY
• DISTRIBUTION FUNCTIONS
• DIFFERENTIAL EQUATIONS
• ITERATIONS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE