Asymptotic Expansions in Multidimensional Markov Renewal Theory and First Passage Times for Markov Random Walks. Fuh, C. & Lai, T. L. Advances in Applied Probability, 33(3):652–673, September, 2001.
Asymptotic Expansions in Multidimensional Markov Renewal Theory and First Passage Times for Markov Random Walks [link]Paper  doi  bibtex   
@Article{Fuh:2001:AEM,
  author =       "Cheng-Der Fuh and Tze Leung Lai",
  title =        "Asymptotic Expansions in Multidimensional {Markov}
                 Renewal Theory and First Passage Times for {Markov}
                 Random Walks",
  journal =      j-ADV-APPL-PROB,
  volume =       "33",
  number =       "3",
  pages =        "652--673",
  month =        sep,
  year =         "2001",
  CODEN =        "AAPBBD",
  DOI =          "https://doi.org/10.2307/1428480",
  ISSN =         "0001-8678 (print), 1475-6064 (electronic)",
  ISSN-L =       "0001-8678",
  bibdate =      "Sat May 3 07:42:41 MDT 2014",
  bibsource =    "http://www.jstor.org/stable/i262331;
                 http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
  URL =          "http://www.jstor.org/stable/1428480",
  acknowledgement = ack-nhfb,
  ajournal =     "Adv. Appl. Probab.",
  fjournal =     "Advances in Applied Probability",
  journal-URL =  "http://www.jstor.org/journals/00018678.html",
}

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