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

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  • Csenki, Attila

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.

Suggested Citation

  • Csenki, Attila, 1995. "The number of visits to a subset of the state space by a discrete-parameter semi-Markov process," Statistics & Probability Letters, Elsevier, vol. 22(1), pages 71-77, January.
    • Handle: RePEc:eee:stapro:v:22:y:1995:i:1:p:71-77
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    Cited by:

    1. He Yi & Lirong Cui & Narayanaswamy Balakrishnan, 2022. "On the Derivative Counting Processes of First- and Second-order Aggregated Semi-Markov Systems," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1849-1875, September.

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