https://www.mdu.se/

mdu.sePublications
EnglishSvenskaNorsk
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
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 (English)In: 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, p. 919-937Conference paper, Published paper (Refereed)
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.
Place, publisher, year, edition, pages
International Society for the Advancement of Science and Technology , 2017. p. 919-937
Keywords [en]
Semi-Markov process, Hitting time, Accumulated reward, Exponential moment, Power-exponential moment, Phase space reduction, Recurrent algorithm
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-52877OAI: oai:DiVA.org:mdh-52877DiVA, id: diva2:1511754
Conference
Proceedings of the 17th Applied Stochastic Models and ASMDA2017, Data Analysis International Conference with the 6th Demographics Workshop
Available from: 2020-12-21 Created: 2020-12-21 Last updated: 2021-01-04Bibliographically approved

Open Access in DiVA

No full text in DiVA

Search in DiVA

By author/editor
Silvestrov, Dmitrii
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 17 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
v. 2.44.0
|
WCAG
|
Mälardalen University Library
|
DiVA Log in