On some waiting time problems

On some waiting time problems

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Article ID: iaor2004683
Country: United States
Volume: 37
Issue: 3
Start Page Number: 756
End Page Number: 764
Publication Date: Sep 2000
Journal: Journal of Applied Probability
Authors:
Abstract:

A unifying technology is introduced for finding explicit closed form expressions for joint moment generating functions of various random quantities associated with some waiting time problems. Sooner and later waiting times are covered for general discrete- and continuous-time models. The models are either Markov chains or semi-Markov processes with a finite number of states. Waiting times associated with generalized phase-type distributions, that are of interest in survival analysis and other areas, are also covered.

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