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Doubly Recurrent Algorithms for Mixed Power-ExponentialMoments of Hitting Times for Semi-Markov Processes
Stockholm University, Sweden. (MAM)ORCID-id: 0000-0002-2626-5598
University “La Sapienza”, Rome, Italy.
2017 (Engelska)Ingår i: Proceedings of the 17th Applied Stochastic Models and Data Analysis International Conference with the 6th Demographics Workshop, International Society for the Advancement of Science and Technology , 2017, s. 919-937Konferensbidrag, Publicerat paper (Refereegranskat)
Abstract [en]

New algorithms for computing exponential and mixed power-exponential moments of hitting times and accumulated rewards of hitting type for semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction and recurrence relations connecting exponential moments of rewards.

Ort, förlag, år, upplaga, sidor
International Society for the Advancement of Science and Technology , 2017. s. 919-937
Nyckelord [en]
Semi-Markov process, Hitting time, Accumulated reward, Exponential moment, Power-exponential moment, Phase space reduction, Recurrent algorithm
Nationell ämneskategori
Sannolikhetsteori och statistik
Forskningsämne
matematik/tillämpad matematik
Identifikatorer
URN: urn:nbn:se:mdh:diva-52877OAI: oai:DiVA.org:mdh-52877DiVA, id: diva2:1511754
Konferens
Proceedings of the 17th Applied Stochastic Models and ASMDA2017, Data Analysis International Conference with the 6th Demographics Workshop
Tillgänglig från: 2020-12-21 Skapad: 2020-12-21 Senast uppdaterad: 2021-01-04Bibliografiskt granskad

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