Some duality results for a class of multivariate semi-markov processes
- 1 March 1982
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 19 (1), 90-98
- https://doi.org/10.2307/3213919
Abstract
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.Keywords
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