Toward a theory of random semi-Markov processes

Autor: Valeev, K. G., Sulima, J. M.
Zdroj: Journal of Mathematical Sciences; November 1993, Vol. 67 Issue: 3 p3131-3136, 6p
Abstrakt: Matrix differences and integral equations are introduced for the description of finite-valued non markovian random processes. In a special case we deduce an integral equation of a semi-Markov process. Necessary conditions are found for a semi-Markov process to be markovian. A generalized understanding of a semi-Markov random process is offered.
Databáze: Supplemental Index