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- W4242880720 abstract "Recently Kshirsagar and Gupta [5] obtained expressions for the asymptotic values of the first two moments of a Markov renewal process. The method they employed involved formal inversion of matrices of Laplace-Stieltjes transforms. Their method also required the imposition of a non-singularity condition. In this paper we derive the asymptotic values using known renewal theoretic results. This method of approach utilises the fundamental matrix of the imbedded ergodic Markov chain and the theory of generalised matrix inverses. Although our results differ in form from those obtained by Kshirsagar and Gupta [5] we show that they reduce to their results under the added non-singularity condition. As a by-product of the derivation we find explicit expressions for the moments of the first passage time distributions in the associated semi-Markov process, generalising the results of Kemeny and Snell [4] obtained for Markov chains." @default.
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- W4242880720 date "1969-01-01" @default.
- W4242880720 modified "2023-09-27" @default.
- W4242880720 title "On the moments of Markov renewal processes" @default.
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- W4242880720 doi "https://doi.org/10.1017/s0001867800037058" @default.
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