Markov Renewal Processes: Approach to Infinity.

Abstract

Considering a Markov renewal process (X sub n, T sub n) the authors is interested in the possibility of the (T sub n) having finite accumulation points. This can happen only if the underlying Markov chain ((X sub n)) goes to 'infinity'. The study is a generalization of the problem of first passage to infinity in a Markov process. Analytically, this is a generalization of the problem of uniqueness of the solutions of Kolmogorov's differential equations. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1972
Accession Number
AD0744638

Entities

People

  • Erhan Cinlar

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Differential Equations
  • Equations
  • Fokker Planck Equations
  • Markov Chains
  • Markov Processes
  • Mathematical Analysis
  • Mathematics
  • Partial Differential Equations

Fields of Study

  • Mathematics

Readers

  • Statistical inference.