Accession Number : AD0738469

Title :   Periodicity in Markov Renewal Theory.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH

Personal Author(s) : Cinlar,Erhan

Report Date : 28 JAN 1972

Pagination or Media Count : 34

Abstract : In an irreducible Markov renewal process either all states are periodic or none are. In the former case they all have the same period. Periodicity and the period can be determined by direct inspection from the semi-Markov kernel defining the process. The periodicity considerably increases the complexity of the limits in Markov renewal theory especially for transient initial states. Two Markov renewal limit theorems are given with particular attention to the roles of periodicity and transient states. The results are applied to semi-Markov and semi-regenerative processes. (Author)

Descriptors :   (*STOCHASTIC PROCESSES, THEOREMS), SET THEORY, MEASURE THEORY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE