The minimal solution of a Markov renewal equation |
| |
| Authors: | Haiyan Cai |
| |
| Institution: | (1) Department of Mathematics and Computer Science, University of Missouri-St. Louis, 63121-4499 St. Louis, Missouri |
| |
| Abstract: | Given a killed Markov process, one can use a procedure of Ikedaet al. to revive the process at the killing times. The revived process is again a Markov process and its transition function is the minimal solution of a Markov renewal equation. In this paper we will calculate such solutions for a class of revived processes. |
| |
| Keywords: | Markov process killing time renewal equation |
| 本文献已被 SpringerLink 等数据库收录！ |
