Ergodicity conditions and stationary distributions of a continuous semi-Markov process
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 285-309
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A semi-Markov process of a general type on a metric space is considered. The stationary distribution of the process is investigated. A Markov process associated to the semi-Markov one is constructed. The stationary distribution for values of the process at the fixed point of the time scale and for the lengths of intervals of
constancy covering this point is expressed in terms of the stationary distribution of the associated Markov process.
@article{ZNSL_2001_278_a17,
author = {B. P. Harlamov},
title = {Ergodicity conditions and stationary distributions of a continuous {semi-Markov} process},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {285--309},
publisher = {mathdoc},
volume = {278},
year = {2001},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a17/}
}
TY - JOUR AU - B. P. Harlamov TI - Ergodicity conditions and stationary distributions of a continuous semi-Markov process JO - Zapiski Nauchnykh Seminarov POMI PY - 2001 SP - 285 EP - 309 VL - 278 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a17/ LA - ru ID - ZNSL_2001_278_a17 ER -
B. P. Harlamov. Ergodicity conditions and stationary distributions of a continuous semi-Markov process. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 285-309. http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a17/