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Continuity of Generalized Semi-Markov Processes

Mathematics of Operations Research, 1980
It is shown that sequences of generalized semi-Markov processes converge in the sense of weak convergence of random functions if associated sequences of defining elements (initial distributions, transition functions and clock time distributions) converge.
Ward Whitt
exaly   +3 more sources

Monotonicity in Generalized Semi-Markov Processes

Mathematics of Operations Research, 1992
We establish stochastic monotonicity of the event epoch sequences of generalized semi-Markov processes through the structure of the generalized semi-Markov schemes on which they are based. Our main condition states, roughly, that the occurrence of more events in the short run never leads to the activation of less events in the long run.
Paul Glasserman, David D Yao
exaly   +3 more sources

Using Semi-Markov Chains to Solve Semi-Markov Processes

Methodology and Computing in Applied Probability, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bei Wu, Limnios Nikolaos
exaly   +4 more sources

Comparing Semi-Markov Processes

Mathematics of Operations Research, 1980
Sufficient conditions are found for two semi-Markov processes to be stochastically ordered, i.e., for which two new semi-Markov processes can be constructed on a common probability space so that the new processes individually have the same distributions as the original processes and every sample path of the first new process lies below the ...
exaly   +2 more sources

On reversible semi-Markov processes

Operations Research Letters, 1994
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
exaly   +2 more sources

A characterization for mixtures of semi-Markov processes

Statistics & Probability Letters, 2002
A stepped right-continuous random process with a countable space of states \(I\) is considerd. It can be represented by the random sequence \((\sigma_j, \xi_j)_1^\infty\), where \(\sigma_j\) is the \(j\)th jump time, and \(\xi_j\in I\) is the value of the process at time \(\sigma_j\). Let \(\nu_{im}\) be the \(m\)th hitting time of the state \(i\in I\),
EPIFANI, ILENIA   +2 more
openaire   +3 more sources

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