An Algorithm to Compute the Moments of the First Passage Time in the Markov Renewal Process with Finite States
Summary :
This paper presents a numerical algorithm to calculate the first and second moments of the first passage times between states on a certain subset, which concern with the key measures of interests of the Markov renewal process with finite states. Since recursive formulas are the important part of the algorithm, it is very well suited to the computation of the moments and is easily programmed. The algorithm makes it possible to compute the key measure of interests on microprocessor even when the model comprised a quite large number of states.
- Publication
- IEICE TRANSACTIONS on transactions Vol.E71-E No.7 pp.669-678
- Publication Date
- 1988/07/25
- Publicized
- Online ISSN
- DOI
- Type of Manuscript
- PAPER
- Category
- Engineering Science in General
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Katsuhiro NAKADA, Tadaaki YONEYAMA, Takanobu ISEKI, "An Algorithm to Compute the Moments of the First Passage Time in the Markov Renewal Process with Finite States" in IEICE TRANSACTIONS on transactions,
vol. E71-E, no. 7, pp. 669-678, July 1988, doi: .
Abstract: This paper presents a numerical algorithm to calculate the first and second moments of the first passage times between states on a certain subset, which concern with the key measures of interests of the Markov renewal process with finite states. Since recursive formulas are the important part of the algorithm, it is very well suited to the computation of the moments and is easily programmed. The algorithm makes it possible to compute the key measure of interests on microprocessor even when the model comprised a quite large number of states.
URL: https://global.ieice.org/en_transactions/transactions/10.1587/e71-e_7_669/_p
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@ARTICLE{e71-e_7_669,
author={Katsuhiro NAKADA, Tadaaki YONEYAMA, Takanobu ISEKI, },
journal={IEICE TRANSACTIONS on transactions},
title={An Algorithm to Compute the Moments of the First Passage Time in the Markov Renewal Process with Finite States},
year={1988},
volume={E71-E},
number={7},
pages={669-678},
abstract={This paper presents a numerical algorithm to calculate the first and second moments of the first passage times between states on a certain subset, which concern with the key measures of interests of the Markov renewal process with finite states. Since recursive formulas are the important part of the algorithm, it is very well suited to the computation of the moments and is easily programmed. The algorithm makes it possible to compute the key measure of interests on microprocessor even when the model comprised a quite large number of states.},
keywords={},
doi={},
ISSN={},
month={July},}
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TY - JOUR
TI - An Algorithm to Compute the Moments of the First Passage Time in the Markov Renewal Process with Finite States
T2 - IEICE TRANSACTIONS on transactions
SP - 669
EP - 678
AU - Katsuhiro NAKADA
AU - Tadaaki YONEYAMA
AU - Takanobu ISEKI
PY - 1988
DO -
JO - IEICE TRANSACTIONS on transactions
SN -
VL - E71-E
IS - 7
JA - IEICE TRANSACTIONS on transactions
Y1 - July 1988
AB - This paper presents a numerical algorithm to calculate the first and second moments of the first passage times between states on a certain subset, which concern with the key measures of interests of the Markov renewal process with finite states. Since recursive formulas are the important part of the algorithm, it is very well suited to the computation of the moments and is easily programmed. The algorithm makes it possible to compute the key measure of interests on microprocessor even when the model comprised a quite large number of states.
ER -
English
