First Passage Moments of Finite-State Semi-Markov Processes
- Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
- Air Force Research Lab. (AFRL), Wright-Patterson AFB, OH (United States)
In this paper, we discuss the computation of first-passage moments of a regular time-homogeneous semi-Markov process (SMP) with a finite state space to certain of its states that possess the property of universal accessibility (UA). A UA state is one which is accessible from any other state of the SMP, but which may or may not connect back to one or more other states. An important characteristic of UA is that it is the state-level version of the oft-invoked process-level property of irreducibility. We adapt existing results for irreducible SMPs to the derivation of an analytical matrix expression for the first passage moments to a single UA state of the SMP. In addition, consistent point estimators for these first passage moments, together with relevant R code, are provided.
- Research Organization:
- Los Alamos National Laboratory (LANL), Los Alamos, NM (United States)
- Sponsoring Organization:
- USDOE
- DOE Contract Number:
- AC52-06NA25396
- OSTI ID:
- 1126682
- Report Number(s):
- LA-UR--14-22145
- Country of Publication:
- United States
- Language:
- English
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