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Continuity of Generalized Semi-Markov Processes
Mathematics of Operations Research, 1980It 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
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Monotonicity in Generalized Semi-Markov Processes
Mathematics of Operations Research, 1992We 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
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Using Semi-Markov Chains to Solve Semi-Markov Processes
Methodology and Computing in Applied Probability, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bei Wu, Limnios Nikolaos
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Comparing Semi-Markov Processes
Mathematics of Operations Research, 1980Sufficient 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 ...
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On reversible semi-Markov processes
Operations Research Letters, 1994zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A characterization for mixtures of semi-Markov processes
Statistics & Probability Letters, 2002A 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
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