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A note on filtered Markov renewal processes

Published online by Cambridge University Press:  14 July 2016

Per Kragh Andersen
Per Kragh Andersen*
Affiliation:
Statistical Research Unit, Danish Medical and Social Science Research Councils
*
∗Postal address: Statistical Research Unit, 5 Universitetsparken, DK-2100 Copenhagen θ, Denmark.
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Abstract

A Markov renewal theorem necessary for the derivation of the moment formulas for a filtered Markov renewal process stated by Marcus (1974) is proved and its applications are outlined.

Keywords

MARKOV RENEWAL THEORYTRAFFIC NOISE
Type
Short Communications
Information
Journal of Applied Probability , Volume 18 , Issue 3 , September 1981 , pp. 752 - 756
Copyright
Copyright © Applied Probability Trust 

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References

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