Markov processes form a fundamental class of stochastic models in which the evolution of a system is delineated by the memoryless property. In such processes, the future state depends solely on the ...

We present a method for finding the age distribution of the absorbing semi-Markov process, age being the total time elapsed since the beginning of the process. Several examples are given. Journal ...

This is a preview. Log in through your library . Abstract The paper investigates the reverse time differentiation of a stochastic exponential that occurs in smoothing, when the signal is a finite ...