| Article ID: | iaor19891050 |
| Country: | Netherlands |
| Volume: | 32 |
| Issue: | 1 |
| Start Page Number: | 151 |
| End Page Number: | 160 |
| Publication Date: | Jun 1989 |
| Journal: | Stochastic Processes and Their Applications |
| Authors: | Fygenson Mendel |
The paper extends the concept of the ‘fundamental matrix’ to semi-Markov processes and derives various moment formulae and limit theorems (including a central limit theorem) in terms of this matrix. The practical advantage of this approach is its use of elementary matrix operations which are accessible to many research workers and easily implemented on a computer.