Computational Methods for Renewal Theory and Semi-Markov Processes with Illustrative Examples

Some illustrative applications of semi-Markov processes in biostatistics, demography, and queuing theory are discussed.Algorithms for implementing such processes on a computer are also described, with suggestions for statistical inference based on models constructed from renewal theory and semi-Markov processes.An illustrative numerical example, based on a simple illness-death process of Fix and Neyman, is also provided.