Dmitrii Silvestrov, Raimondo Manca
Published 2016-03-17Version 1
New algorithms for computing power moments of hitting times and accumulated rewards of hitting type for semi-Markov processes. The algorithms are based on special techniques of sequential phase space reduction and recurrence relations connecting moments of rewards. Applications are discussed as well as possible generalisations of presented results and results of experimental studies.
On semi-Markov processes and their Kolmogorov's integro-differential equations
On the exit time from open sets of some semi-Markov processes
Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes
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