The One-Dimensional Distribution and Construction of Semi-Markov Processes
Tang Rong, Xianping Guo, Zaiming Liu · Journal of Mathematical Research and Exposition · 2008
In this paper,we obtain the transition probability of jump chain of semi-Markov pro- cess,the distribution of sojourn time and one-dimensional distribution of semi-Markov process. Furthermore,the semi-Markov process X(t,ω)is constructed from the semi-Markov matrix and it is proved that two definitions of semi-Markov process are equivalent.