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On approximate computation of the characteristics of semi-Markov processes. (English. Russian original) Zbl 0653.60086

Theory Probab. Math. Stat. 32, 121-123 (1986); translation from Teor. Veroyatn. Mat. Stat. 32, 107-109 (1985).
Author’s abstract: A convenient representation for estimation with the Monte Carlo method is obtained for the solution of the Markov renewal equation. Estimates of Monte Carlo methods are compared with asymptotic estimates, and found to be close.
Reviewer: C.J.Mode

MSC:

60K15 Markov renewal processes, semi-Markov processes
65C05 Monte Carlo methods
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