Bernoulli thinning of a Markov renewal process

Orly Manor

Applied Stochastic Models and Data Analysis, 1998, vol. 14, issue 3, 229-240

Abstract: A Bernoulli thinning of a Markov renewal process is investigated. The properties of the thinned process are considered and are related to the properties of the original process. The parameters, moments and equilibrium of the thinned process are determined in terms of the parameters defining the underlying Markov renewal process. Results are illustrated by examples. © 1998 John Wiley & Sons, Ltd.

Date: 1998
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https://doi.org/10.1002/(SICI)1099-0747(199809)14:33.0.CO;2-U

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:14:y:1998:i:3:p:229-240

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