Semi‐Markov Processes

2010-01-01
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.
Citation Formats
Y. Y. Serin, Semi‐Markov Processes. 2010.