A transient solution method for semi-Markov systems

N. Limnios

Statistics & Probability Letters, 1993, vol. 17, issue 3, 211-220

Abstract: We study semi-Markov processes with finite state spaces to obtain a transient solution. In the first place, we obtain Kolmogorov's equation from which, in the case of a less general semi-Markov process, we obtain an explicit formula for transient state probabilities. From this point we give a method to obtain a solution of general semi-Markov processes.

Keywords: Semi-Markov; process; Markov; renewal; process; transient; solution (search for similar items in EconPapers)
Date: 1993
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