Concepedia
Statistics & Probability Letters · 2011 · 10 citations · 11 references
EngineeringMathematicsProbability TheoryStochastic ProcessesFirst Passage TimesMarkov ChainsMarkov ProcessesPhase TransitionsSemi-markov ProcessesFirst Passage Time DensityFirst-passage Time DistributionsFirst-passage Time TheoryMean First Passage Time
11
Matrix-Geometric Solutions in Stochastic Models. An Algorithmic Approach.
C. C. Heyde, Marcel F. Neuts · Journal of the American Statistical Association · 1982 · 3.3K citations
Engineering, Mathematics, Probability Theory +12
Introduction to Stochastic Processes.
P. K. Sen, Erhan Çınlar · Journal of the American Statistical Association · 1975 · 871 citations
Engineering, Mathematics, Probability Theory +16
Regenerative stochastic processes
Walter L. Smith · Proceedings of the Royal Society of London A Mathematical and Physical Sciences · 1955 · 727 citations
Engineering, Mathematics, Dynamical Systems +10
Markov Renewal Processes with Finitely Many States
Ronald Pyke · The Annals of Mathematical Statistics · 1961 · 418 citations · Full text
Engineering, Mathematics, Markov Decision Processes +9
Stochastic Stability of Ito Differential Equations With Semi-Markovian Jump Parameters
Zhanyuan Hou, J. S. Luo, Sing Kiong Nguang · IEEE Transactions on Automatic Control · 2006 · 207 citations
Engineering, Mathematics, Dynamical Systems +15