Monounireducible Nonhomogeneous Continuous Time Semi-Markov Processes Applied to Rating Migration Models
Monounireducible nonhomogeneous semi- Markov processes are defined and investigated. The mono- unireducible topological structure is a sufficient condition that guarantees the absorption of the semi-Markov process in a state of the process. This situation is of fundamental importance in the modellin...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Asia University
2012-01-01
|
| Series: | Advances in Decision Sciences |
| Online Access: | http://dx.doi.org/10.1155/2012/123635 |