Stefanov, Valeri T. On some waiting time problems. (English) Zbl 0969.60021 J. Appl. Probab. 37, No. 3, 756-764 (2000). Author’s 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. Reviewer: A.Ulanovskij (Khar’kov) Cited in 21 Documents MSC: 60E15 Inequalities; stochastic orderings 60G40 Stopping times; optimal stopping problems; gambling theory 60K20 Applications of Markov renewal processes (reliability, queueing networks, etc.) Keywords:Markov chain; Markov renewal process; stopping time; run; exponential family; generalized phase-type distribution PDFBibTeX XMLCite \textit{V. T. Stefanov}, J. Appl. Probab. 37, No. 3, 756--764 (2000; Zbl 0969.60021) Full Text: DOI