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):

• Cinlar,Erhan

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:

• (*STOCHASTIC PROCESSES
• THEOREMS)
• MAPPING(TRANSFORMATIONS)
• RANDOM VARIABLES
• SEQUENCES(MATHEMATICS)

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE