On some waiting time problems

Valeri Stefanov

    Research output: Contribution to journalArticle

    20 Citations (Scopus)

    Abstract

    A unifying technology is introduced for finding explicit closed form expressions for joint moment generating functions of various random quantities associated with some waiting time problems. Sooner and later waiting times are covered for general discrete- and continuous-time models. The models are either Markov chains or semi-Markov processes with a finite number of states. Waiting times associated with generalized phase-type distributions, that are of interest in survival analysis and other areas, are also covered.
    Original languageEnglish
    Pages (from-to)756-764
    JournalJournal of Applied Probability
    Volume37
    Publication statusPublished - 2000

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