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
Hauptverfasser: Janssen, J., Reinhard, J. M.
Format: Artikel
Sprache:eng
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