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- W2227492780 abstract "A skip-free semi-Markov process is considered, which moves through its state space N = {0, 1, 2, · · · } only in a lattice continuous manner. Such processes can be considered to generalize a class of birth-death processes. Of interest, then, is to see how the first passage time structure of birth-death processes may or may not be inherited in that of skip-free semi-Markov processes. It is shown that a recursion formula satisfied by the first passage times T n from n to n+1 for skip-free semi-Markov processes is quite similar to that for birth-death processes. While the distributional properties of the first passage times of birth-death processes are not necessarily present for skip-free semi-Markov processes, the limit theorems hold true almost in an identical form." @default.
- W2227492780 created "2016-06-24" @default.
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- W2227492780 date "2008-04-01" @default.
- W2227492780 modified "2023-09-27" @default.
- W2227492780 title "Structural Analysis of First Passage Times of Skip-Free Semi-Markov Processes and Related Limit Theorems" @default.
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