The number of visits to a subset of the state space by a discrete-parameter semi-Markov process

Attila Csenki

Statistics & Probability Letters, 1995, vol. 22, issue 1, 71-77

Abstract: Let {Y = Yt: T = 0, 1, ...} be a discrete-parameter irreducible semi-Markov process with a finite partitioned state space S = A1 [union or logical sum] A2. In this paper, a closed form expression is derived for the cumulative distribution function of the number of visits by Y to A1 during the first t + 1 time instants for which hitherto results in the Laplace transform domain only had been available.

Keywords: Discrete-parameter; semi-Markov; process; Counting; process; Partitioned; state; space; Renewal; argument (search for similar items in EconPapers)
Date: 1995
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(94)00051-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:22:y:1995:i:1:p:71-77

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().