DOI
10.34229/KCA2522-9664.25.1.15
UDC 519.217
ASYMPTOTICS OF TRANSITIONAL PROBABILITIES
OF A SEMI-MARKOV PROCESS
Abstract. The paper considers a semi-Markov process with a nonlinear normalization factor. The asymptotics of transitional probabilities for the semi-Markov process are found. The functions of the multidimensional renewal equation are determined.
Keywords: semi-Markov process, Markov chain, renewal function, transitional probabilities.
full text
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