Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152218 | Statistics & Probability Letters | 2012 | 9 Pages |
Abstract
In this paper, we consider a class of semi-Markov processes, known as phase semi-Markov processes, which can be considered as an extension of Markov processes, but whose times between transitions are phase-type random variables. Based on the theory of generalized inverses, we derive expressions for the moments of the first-passage time distributions, generalizing the results obtained by Kemeny and Snell (1960) for Markov chains.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Xuan Zhang, Zhenting Hou,