Semi‐Markov Processes

2010-01-01
Serin, Yaşar Yasemin
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A semi‐Markov process is a generalization of continuous‐time Markov chain, so that the sojourn times come from general distributions. In this article, after some basic definitions, some results related to the transient and limiting properties of the semi‐Markov processes are given. Some results are demonstrated with examples.
Semi‐Markov process, Discrete‐time Markov chain, İrreducible SMP, Embedded DTMC, Positive recurrent SMP
https://www.wiley.com/en-us/Wiley+Encyclopedia+of+Operations+Research+and+Management+Science%2C+8+Volume+Set-p-9780470400630#
https://hdl.handle.net/11511/82959
Department of Industrial Engineering, Book / Book chapter

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Citation Formats
Y. Y. Serin, Semi‐Markov Processes. 2010.
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