Piecewise Markov processes on a general state space
Maria Jankiewicz, T. Rolski (1977)
Applicationes Mathematicae
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Displaying similar documents to “Some applications of subordinators to local times of Markov processes.”
Piecewise Markov processes on a general state space
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Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains
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This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, 30, 197–207, (1986) procedure. The technique is numerically stable in that it doesn’t involve subtractions. Algebraic expressions for the special cases of one, two, three and four states are derived.Aconsequence of the procedure is that the stationary distribution of the...