“School of Mathematics”
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| Paper IPM / M / 185 |
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| Abstract: | |||||
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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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