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May 1996 Recurrence relations for generalized hitting times for semi-Markov processes
Dmitrii S. Silvestrov
Ann. Appl. Probab. 6(2): 617-649 (May 1996). DOI: 10.1214/aoap/1034968147

Abstract

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.

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Dmitrii S. Silvestrov. "Recurrence relations for generalized hitting times for semi-Markov processes." Ann. Appl. Probab. 6 (2) 617 - 649, May 1996. https://doi.org/10.1214/aoap/1034968147

Information

Published: May 1996
First available in Project Euclid: 18 October 2002

zbMATH: 0869.60082
MathSciNet: MR1398061
Digital Object Identifier: 10.1214/aoap/1034968147

Subjects:
Primary: 60J10 , 60J15 , 60J27 , 60K15

Keywords: Diffusion processes , ergodic theorems , hitting times , queuing systems , Random walks , recurrent relations and upper bounds for moments , semi-Markov dynamical systems , Semi-Markov processes , test functions

Rights: Copyright © 1996 Institute of Mathematical Statistics

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Vol.6 • No. 2 • May 1996
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