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.
基金
the National Natural Science Foundation of China （No. 60574002）.
