Maximal success durations for a semi-Markov process
Asymptotic distributional theorems are presented for the maximal sojourn duration on a semi-Markov chain and for the first passage time until a lengthy duration. Our analysis characterizes the limiting behavior of the longest "generalized success outcome" on a semi-Markov chain. The models include long runs on a single state, on a group of states, and on a set of transitions between states. Applications to success durations containing interruptions and to durations having infinite mean length are also presented.
Year of publication: |
1987
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Authors: | Fousler, David E. ; Karlin, Samuel |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 24.1987, 2, p. 203-224
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Publisher: |
Elsevier |
Keywords: | success duration semi-Markov process first passage time exponential limit distribution |
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