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.  
Fund Project:the National Natural Science Foundation of China (No.60574002).
Author NameAffiliation
TANG Rong School of Mathematics and Computational Science, Sun Yat-Sen University, Guangdong 510275, China 
GUO Xian Ping School of Mathematics and Computational Science, Sun Yat-Sen University, Guangdong 510275, China 
LIU Zai Ming School of Mathematical Science and Computing Technology, Central South University, Hunan 410075, China 
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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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