RECURRENCE RELATIONS FOR GENERALIZED HITTING TIMES FOR SEMI-MARKOV PROCESSES
成果类型：
Article
署名作者：
Silvestrov, Dmitrii S.
署名单位：
Umea University
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
发表日期：
1996
页码：
617-649
关键词：
摘要：
Recurrence relations and upper bounds are obtained for power moments of generalized hitting times for semi-Markov processes. General necessary and sufficient conditions for the existence of these moments are also found. Applications to hitting times for semi-Markov dynamical systems of linear type, semi-Markov random walks, diffusion processes and queuing systems are discussed.