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Paper   IPM / M / 185
School of Mathematics
  Title:   Reward processes for semi-markov processes: Asymptotic behaviour
1.  A. Reza. Soltani
2.  K. Khorshidian
  Status:   Published
  Journal: J. Appl. Probab.
  Vol.:  35
  Year:  1998
  Pages:   833-842
  Supported by:  IPM
The asymptotic behaviour of the cumulative mean of a reward process Zρ, where the reward function ρ belongs to a rather large class of functions, is obtained. It is proved that EZρ (t)=C0+C1t+0(1),t→∞, where C0 and C1 are fully specified. A section is devoted to the dual process of a semi-Markov process, and a formula is given for the mean of the first passage time from a state i to a state j of the dual process, in terms of the means of passage times of the original process.

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