Accession Number : AD0744639

Title :   Markov Renewal Processes: Regeneration Property and the Classification of States.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH

Personal Author(s) : Cinlar,Erhan

Report Date : MAY 1972

Pagination or Media Count : 32

Abstract : The paper is a sequel to 'Markov renewal processes: Preliminaries.' Stopping times are introduced, the strong Markov property at such times is shown to hold, and certain particular applications are discussed. A classification of states is introduced, recurrence and transience and periodicity are related to the corresponding concepts for Markov chains and renewal processes, and a complete solution is provided for each problem. (Author)

Descriptors :   (*STOCHASTIC PROCESSES, THEOREMS), MAPPING(TRANSFORMATIONS), RANDOM VARIABLES, SEQUENCES(MATHEMATICS)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE