On a fundamental identity in the theory of semi-Markov processes
- 1 August 1972
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 4 (2), 258-270
- https://doi.org/10.2307/1425998
Abstract
A fundamental identity, due to Miller (1961a), (1962a, b) and Kemperman (1961), is generalized to semi-Markov processes. Thus the identity applies to processes defined on a Markov chain with discrete state space and random walks with Markov dependent steps (Section 2). Wald's identity is discussed briefly in Section 3. Section 4 is a study of the maxima of partial sums, and Section 5 of maxima in a semi-Markov process.Keywords
This publication has 2 references indexed in Scilit:
- On the use of a fundamental identity in the theory of semi-Markov queuesAdvances in Applied Probability, 1972
- CorrectionsJournal of Applied Probability, 1966