On the Existence and Uniqueness of Solution of MRE and Applications

Yunhui Hou (), Nikolaos Limnios () and Walter Schön ()
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Yunhui Hou: Sorbonne Universités
Nikolaos Limnios: Sorbonne Universités
Walter Schön: Sorbonne Universités

Methodology and Computing in Applied Probability, 2017, vol. 19, issue 4, 1241-1250

Abstract: Abstract In this paper, we study the existence and uniqueness of the solution for Markov renewal equation (MRE) of a semi-Markov process with countable state space. This method and its proof are based on an iterative scheme. A numerical solution is also given as well as a case study on system reliability assessment.

Keywords: Semi-Markov process; Markov renewal equation; Semi-Markov chain; Semi-Markov transition function; 60K15 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s11009-017-9570-7

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