Skip to main content
Top

5. Semi-Markov Processes with Discrete State Spaces and Embedded Regenerative Processes

  • 2025
  • OriginalPaper
  • Chapter
Published in:

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

This chapter delves into ergodic theorems for semi-Markov processes with discrete state spaces, focusing on explicit upper bounds for convergence rates. It explores the conditions for the existence and upper bounds of moments of return times, using test functions to provide a more localized and explicit understanding. The chapter also presents applications of these theorems to semi-Markov versions of MCMC algorithms, particularly the Hastings-Metropolis algorithm. Additionally, it discusses the construction of semi-Markov processes and their properties, including the distribution functions of return times and hitting times. The text concludes with a discussion on the potential advantages of semi-Markov modifications of the Hastings-Metropolis algorithm, highlighting the importance of ergodic theorems in the study of semi-Markov processes and their diverse applications.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Business + Economics & Engineering + Technology"

Online-Abonnement

Springer Professional "Business + Economics & Engineering + Technology" gives you access to:

  • more than 130.000 books
  • more than 540 journals

from the following subject areas:

  • Automotive
  • Construction + Real Estate
  • Business IT + Informatics
  • Electrical Engineering + Electronics
  • Energy + Sustainability
  • Finance + Banking
  • Management + Leadership
  • Marketing + Sales
  • Mechanical Engineering + Materials
  • Surfaces + Materials Technology
  • Insurance + Risk


Secure your knowledge advantage now!

Springer Professional "Engineering + Technology"

Online-Abonnement

Springer Professional "Engineering + Technology" gives you access to:

  • more than 75.000 books
  • more than 390 journals

from the following specialised fileds:

  • Automotive
  • Business IT + Informatics
  • Construction + Real Estate
  • Electrical Engineering + Electronics
  • Energy + Sustainability
  • Mechanical Engineering + Materials
  • Surfaces + Materials Technology





 

Secure your knowledge advantage now!

Springer Professional "Business + Economics"

Online-Abonnement

Springer Professional "Business + Economics" gives you access to:

  • more than 100.000 books
  • more than 340 journals

from the following specialised fileds:

  • Construction + Real Estate
  • Business IT + Informatics
  • Finance + Banking
  • Management + Leadership
  • Marketing + Sales
  • Insurance + Risk



Secure your knowledge advantage now!

Title
Semi-Markov Processes with Discrete State Spaces and Embedded Regenerative Processes
Author
Dmitrii Silvestrov
Copyright Year
2025
DOI
https://doi.org/10.1007/978-3-031-89315-5_5
This content is only visible if you are logged in and have the appropriate permissions.

Premium Partner

    Image Credits
    Neuer Inhalt/© ITandMEDIA, Nagarro GmbH/© Nagarro GmbH, AvePoint Deutschland GmbH/© AvePoint Deutschland GmbH, AFB Gemeinnützige GmbH/© AFB Gemeinnützige GmbH, USU GmbH/© USU GmbH, Ferrari electronic AG/© Ferrari electronic AG