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On the limit distribution of a second-order semi-Markov chain in state and duration

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ABSTRACT In this paper, we derive conditions under which second-order semi-Markov chains in state and duration admits a limit distribution. Click to show full abstract

ABSTRACT In this paper, we derive conditions under which second-order semi-Markov chains in state and duration admits a limit distribution.

Keywords: second order; order semi; limit distribution; state duration; semi markov

Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017

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