Accession Number:
AD0744639
Title:
Markov Renewal Processes: Regeneration Property and the Classification of States.
Descriptive Note:
Technical rept.,
Corporate Author:
STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH
Personal Author(s):
Report Date:
1972-05-01
Pagination or Media Count:
32.0
Abstract:
The paper is a sequel to Markov renewal processes Preliminaries. Stopping times are introduced, the strong Markov property at such times is shown to hold, and certain particular applications are discussed. A classification of states is introduced, recurrence and transience and periodicity are related to the corresponding concepts for Markov chains and renewal processes, and a complete solution is provided for each problem. Author
Descriptors:
Subject Categories:
- Statistics and Probability