Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IX, Tome 142 (1985), pp. 167-173
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B. P. Harlamov. Distribution of traversal time relative to sequences of states in a semi-Markov process. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IX, Tome 142 (1985), pp. 167-173. http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a19/
@article{ZNSL_1985_142_a19,
author = {B. P. Harlamov},
title = {Distribution of traversal time relative to sequences of states in {a~semi-Markov} process},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {167--173},
year = {1985},
volume = {142},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a19/}
}
TY - JOUR
AU - B. P. Harlamov
TI - Distribution of traversal time relative to sequences of states in a semi-Markov process
JO - Zapiski Nauchnykh Seminarov POMI
PY - 1985
SP - 167
EP - 173
VL - 142
UR - http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a19/
LA - ru
ID - ZNSL_1985_142_a19
ER -
%0 Journal Article
%A B. P. Harlamov
%T Distribution of traversal time relative to sequences of states in a semi-Markov process
%J Zapiski Nauchnykh Seminarov POMI
%D 1985
%P 167-173
%V 142
%U http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a19/
%G ru
%F ZNSL_1985_142_a19
One considers a semi-Markov process with trajectories from the space $\mathscr D$. One derives a formula for the conditional generating function of the traversal time relative to a sequence of states, similar to Levy's formula for a monotone process with independent increments.
