Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations. (English) Zbl 1089.60048
The paper considers a stochastic process resulted from a continuous time Markov chain observed on a system following the behavior of an alternating renewal process. This alternating renewal process is assumed to have exponentially distributed durations. The paper studies the limiting behavior of this process and the embedded processes observed at the beginning of each stage. The limiting probability distribution of the whole process is derived in terms of stationary probabilities of the embedded processes.
Reviewer: Oleg K. Zakusilo (Kyïv)
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