Year: 2016
Type: preprint
Abstract: New algorithms for computing power moments of hitting times and accumulated rewards of hitting type for semi-Markov processes. The algorithms are based on special techniques of sequential phase space reduction and recurrence relations connecting moments of rewards. Applications are discussed as well as possible generalisations of presented results and results of experimental studies.
Source: arXiv (Cornell University)
Authors: Silvestrov, Dmitrii, Manca, Raimondo
Institutions: Stockholm University, Sapienza University of Rome
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2950194402