Cover Image

On Some Consequences of the Equation for the Markov Renewal Function of a Semi-Markov Process

We obtain chains of equations that relate the sojourn times of a semi-Markov process in a set of states to its Markov renewal function. We use the mathematical apparatus of the theory of Markov and semi-Markov processes.

Saved in:

Bibliographic Details
Date:	2004
Main Authors:	Bondarenko, G. I., Бондаренко, Г. І.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2004
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/3875
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
Download file:

Institution

Ukrains’kyi Matematychnyi Zhurnal

Similar Items

A limit theorem for semi-Markov process
by: Bondarenko, A.
Published: (2007)

Markov chains with discrete intervention of accident forming a semi-Markov process
by: Yezhоv, I. I., et al.
Published: (1966)

Convergence of a semi-Markov process and an accompanying
by: Malik, V. F., et al.
Published: (2010)

Derivation of Moment Equations for Solutions of a System of Differential Equations Dependent on a Semi-Markov Process
by: Valeyev, K. G., et al.
Published: (2002)

Derivation of Moment Equations for Solutions of a System of Nonlinear Difference Equations Dependent on a Semi-Markov Process
by: Valeyev, K. G., et al.
Published: (2003)

A semi-Markov model of inventory control
by: P. S. Knopov, et al.
Published: (2016)

Asymptotic expansion of a semi-Markov random evolution
by: Samoilenko, I. V., et al.
Published: (2006)

About some multi-task model for semi-markov inventory system
by: T. V. Pepeljaeva, et al.
Published: (2015)

Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
by: Ya. Chabaniuk, et al.
Published: (2018)

Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
by: Rosa, V., et al.
Published: (2018)

The distribution of random motion in semi-Markov media
by: A. Pogorui
Published: (2012)

Assessment and optimal policies of semi-continuous killed Markov decision processes
by: P. R. Shpak, et al.
Published: (2016)

Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
by: Korolyuk, V.S., et al.
Published: (2005)

Weak convergence of first-rare-event times for semi-Markov processes
by: Drozdenko, M.
Published: (2007)

Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
by: Korolyuk, V. S., et al.
Published: (2005)

Stability of semi-Markov risk processes in schemes of averaging and diffusion approximation
by: Goncharova, S. Ya., et al.
Published: (1999)

Continuous procedure of stochastic approximation in a semi-Markov medium
by: Chabanyuk, Ya. M., et al.
Published: (2004)

A Model of Alcohol Consumption with Semi-Markov Variable Coefficients
by: Чабанюк, Ярослав, et al.
Published: (2024)

Stochastic optimization with semi-Markov switching and impulsive perturbations
by: V. R. Kukurba
Published: (2013)

The distribution of random evolution in Erlang semi-Markov media
by: A. Pogorui
Published: (2011)

Limit theorems for oscillatory functionals of a Markov process
by: Androshchuk, T.O., et al.
Published: (2005)

Distribution of the lower boundary functional of the step process of semi-Markov random walk with delaying screen at zero
by: Nasirova, T. I., et al.
Published: (2007)

On the Optimal Coefficient of Efficiency of a Semi-Markov System in the Scheme of Phase Lumping
by: Vovkodav, N. G., et al.
Published: (2004)

Stochastic optimization procedure for testing model in semi-Markov environment
by: V. R. Kukurba, et al.
Published: (2014)

Semi-Markov reliability model of functioning of wireless telecommunication system with complex control system
by: Y. Y. Bobalo, et al.
Published: (2019)

Stability of semi-markov evolution systems and its application in financial mathematics
by: Biirdeinyi, A. G., et al.
Published: (1996)

Stationary distribution of a process of random semi-Markov evolution with delaying screens in the case of balance
by: Pogorui, A. О., et al.
Published: (2006)

Asymptotic inequalities for the distribution of the time of stay of a semi-Markov process in an expanding set of states
by: Pogorui, A. О., et al.
Published: (1994)

Hedging of options under mean-square criterion and semi-Markov volatility
by: Svishchuk, A.V.
Published: (1995)

Hedging of options under mean-square criterion and semi-Markov volatility
by: Svishchuk, A. V., et al.
Published: (1995)

Equations for second moments of solutions of a system of linear differential equations with random semi-Markov coefficients and random input
by: Lapshin, A. L., et al.
Published: (1999)

Asymptotic normality of a discrete procedure of stochastic approximation in a semi-Markov medium
by: Chabanyuk, Ya. M., et al.
Published: (2006)

On Markov graphs
by: Kozerenko, Sergiy
Published: (2018)

On Markov graphs
by: S. Kozerenko
Published: (2013)

Stability of a dynamical system with semi-Markov switchings under conditions of diffusion approximation
by: Chabanyuk, Ya. M., et al.
Published: (2007)

An analogue of the Berry-Esseen theorem for functionals of weakly ergodic Markov processes
by: G. M. Molyboga
Published: (2016)

Orthogonal Dualities of Markov Processes and Unitary Symmetries
by: Carinci, G., et al.
Published: (2019)

Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I
by: Silvestrov, D.S., et al.
Published: (2006)

Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II
by: Silvestrov, D.S., et al.
Published: (2006)

On Markov measure-valued processes in a finite space
by: Ostapenko, E. V., et al.
Published: (2008)