A multivariate reward process defined on a semi-Markov process and its first-passage-time distributions
- 1 June 1991
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 28 (2) , 360-373
- https://doi.org/10.2307/3214872
Abstract
A multivariate reward process defined on a semi-Markov process is studied. Transform results for the distributions of the multivariate reward and related processes are derived through the method of supplementary variables and the Markov renewal equations. These transform results enable the asymptotic behavior to be analyzed. A class of first-passage time distributions of the multivariate reward processes is also investigated.Keywords
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