Accession Number : AD0744638

Title :   Markov Renewal Processes: Approach to Infinity.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH

Personal Author(s) : Cinlar,Erhan

Report Date : JUN 1972

Pagination or Media Count : 26

Abstract : Considering a Markov renewal process (X sub n, T sub n) the authors is interested in the possibility of the (T sub n) having finite accumulation points. This can happen only if the underlying Markov chain ((X sub n)) goes to 'infinity'. The study is a generalization of the problem of first passage to infinity in a Markov process. Analytically, this is a generalization of the problem of uniqueness of the solutions of Kolmogorov's differential equations. (Author)

Descriptors :   (*STOCHASTIC PROCESSES, THEOREMS), SET THEORY, DISTRIBUTION FUNCTIONS, DIFFERENTIAL EQUATIONS, ITERATIONS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE