Extended Poisson equation for weakly ergodic Markov processes
نویسندگان
چکیده
منابع مشابه
Extended Geometric Processes: Semiparametric Estimation and Application to ReliabilityImperfect repair, Markov renewal equation, replacement policy
Lam (2007) introduces a generalization of renewal processes named Geometric processes, where inter-arrival times are independent and identically distributed up to a multiplicative scale parameter, in a geometric fashion. We here envision a more general scaling, not necessar- ily geometric. The corresponding counting process is named Extended Geometric Process (EGP). Semiparametric estimates are...
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ژورنال
عنوان ژورنال: Theory of Probability and Mathematical Statistics
سال: 2013
ISSN: 0094-9000,1547-7363
DOI: 10.1090/s0094-9000-2013-00871-0