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A note on the matrix renewal function

Published online by Cambridge University Press:  09 April 2009

A. M. Kshirsagar  and
Y. P. Gupta
A. M. Kshirsagar
Affiliation:
Southern Methodist University Dallas, Texas, U.S.A.
Y. P. Gupta
Affiliation:
Delhi University, India
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Abstract

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The Laplace-Stieltjes Transform m(s) of the matrix renewal function M(t) of a Markov Renewal process is expanded in powers of the argument s, in this paper, by using a generalized inverse of the matrix I–P0, where P0 is the transition probability matrix of the imbedded Markov chain. This helps in obtaining the values of moments of any order of the number of renewals and also of the moments of the first passage times, for large values of t, the time. All the results of renewal theory are hidden under the Laplacian curtain and this expansion helps to lift this curtain at least for large values of t and is thus useful in predicting the number of renewals.

Type
Research Article
Information
Journal of the Australian Mathematical Society , Volume 13 , Issue 4 , June 1972 , pp. 417 - 422
Copyright
Copyright © Australian Mathematical Society 1972

References

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