Random Evolutions with Underlying Semi-Markov Processes
Author(s) -
Robert P. Kertz
Publication year - 1978
Publication title -
publications of the research institute for mathematical sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.786
H-Index - 39
eISSN - 1663-4926
pISSN - 0034-5318
DOI - 10.2977/prims/1195188829
Subject(s) - mathematics , markov process , representation (politics) , markov chain , cauchy distribution , random field , limit (mathematics) , type (biology) , mathematical analysis , statistics , politics , ecology , biology , law , political science
of the random evolution. Extensions of the initial definition and its uses have been completed by various authors and are reported in the surveys of Hersh [13] and Pinsky [27]. In this paper we extend the definition of random evolution to the case in which the underlying process is a semi-Markov process. We prove new representation theorems for solutions of various abstract integral equations in terms of this generalized random evolution. In particular, we use a special type of random evolution with underlying semi-Markov process to give a new representation for the solution of abstract Cauchy problems of the type treated by Griego-Hersh and, motivated through this representation, we generate new limit theorems of 'generalized- central-limit-theorem type' for the abstract Cauchy solutions. In Section one we present background results on Markov renewal processes and semi-Markov processes which we need in this development. In Section two we define the random evolution with underlying semi-Markov process and related notions; we then prove conditioning results for the random evolutions and representation theorems for solutions of abstract integral equations in terms of
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