Periodicity in Markov Renewal Theory.

Abstract

In an irreducible Markov renewal process either all states are periodic or none are. In the former case they all have the same period. Periodicity and the period can be determined by direct inspection from the semi-Markov kernel defining the process. The periodicity considerably increases the complexity of the limits in Markov renewal theory especially for transient initial states. Two Markov renewal limit theorems are given with particular attention to the roles of periodicity and transient states. The results are applied to semi-Markov and semi-regenerative processes. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 28, 1972
Accession Number
AD0738469

Entities

People

  • Erhan Cinlar

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Periodic Variations

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.