The One-Dimensional Distribution and Construction of Semi-Markov Processes |
Received:April 17, 2006 Revised:November 20, 2007 |
Key Words:
semi-Markov process Markov skeleton process sojourn time one-dimensional distribution.
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Fund Project:the National Natural Science Foundation of China (No.60574002). |
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Abstract: |
In this paper, we obtain the transition probability of jump chain of semi-Markov process, the distribution of sojourn time and one-dimensional distribution of semi-Markov process. Furthermore, the semi-Markov process $X(t,\omega)$ is constructed from the semi-Markov matrix and it is proved that two definitions of semi-Markov process are equivalent. |
Citation: |
DOI:10.3770/j.issn:1000-341X.2008.03.023 |
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