The One-Dimensional Distribution and Construction of Semi-Markov Processes  

作　　者：TANG Rong GUO Xian Ping LIU Zai Ming 

机构地区：[1]School of Mathematics and Computational Science, Sun Yat-Sen University, Guangdong 510275, China [2]School of Mathematical Science and Computing Technology, Central South University, Hunan 410075, China

出　　处：《Journal of Mathematical Research and Exposition》2008年第3期617-627,共11页数学研究与评论（英文版）

基　　金：the National Natural Science Foundation of China （No. 60574002）.

摘　　要：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.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.

关 键 词：semi-Markov process Markov skeleton process sojourn time one-dimensionai distribution. 

分 类 号：O211.62[理学—概率论与数理统计]