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Insensitivity of steady-state distributions of generalized semi-Markov processes by speeds

Published online by Cambridge University Press:  01 July 2016

R. Schassberger*
Affiliation:
University of Calgary

Abstract

A generalized semi-Markov process with speeds describes the fluctuation, in time, of the state of a certain general system involving, at any given time, one or more living components, whose residual lifetimes are being reduced at state-dependent speeds. Conditions are given for the stationary state distribution, when it exists, to depend only on the means of some of the lifetime distributions, not their exact shapes. This generalizes results of König and Jansen, particularly to the infinite-state case.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1978 

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