Some duality results for a class of multivariate semi-markov processes
The duality results well known for classical random walk and generalized by Janssen (1976) for (J-X) processes (or sequences of random variables defined on a finite Markov chain) are extended to a class of multivariate semi-Markov processes. Just as in the classical case, these duality results lead...
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| Veröffentlicht in: | Journal of applied probability 1982-03, Vol.19 (1), p.90-98 |
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| container_end_page | 98 |
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| container_issue | 1 |
| container_start_page | 90 |
| container_title | Journal of applied probability |
| container_volume | 19 |
| creator | Janssen, J. Reinhard, J. M. |
| description | The duality results well known for classical random walk and generalized by Janssen (1976) for (J-X) processes (or sequences of random variables defined on a finite Markov chain) are extended to a class of multivariate semi-Markov processes. Just as in the classical case, these duality results lead to connections between some models of risk theory and queueing theory. |
| doi_str_mv | 10.2307/3213919 |
| format | Article |
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| fulltext | fulltext |
| identifier | ISSN: 0021-9002 |
| ispartof | Journal of applied probability, 1982-03, Vol.19 (1), p.90-98 |
| issn | 0021-9002 1475-6072 |
| language | eng |
| recordid | cdi_proquest_miscellaneous_23578584 |
| source | JSTOR Mathematics & Statistics; JSTOR Archive Collection A-Z Listing |
| subjects | Markov chains Mathematical duality Mathematical functions Mathematical vectors Mathematics Product labeling Queueing theory Random variables Random walk Research Paper |
| title | Some duality results for a class of multivariate semi-markov processes |
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