半马氏过程的一维分布及构造

半马氏过程的一维分布及构造

In this paper, we obtain the transition probability of jump chain of semi-Markov process, 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.

作 者： 唐荣 郭先平 刘再明 TANG Rong GUO Xian Ping LIU Zai Ming 作者单位： 唐荣,郭先平,TANG Rong,GUO Xian Ping(School of Mathematics and Computational Science, Sun Yat-Sen University, Guangdong 510275, China)

刘再明,LIU Zai Ming(School of Mathematical Science and Computing Technology, Central South University, Hunan 410075, China)

刊 名： 数学研究与评论 ISTIC PKU 英文刊名： JOURNAL OF MATHEMATICAL RESEARCH AND EXPOSITION 年，卷(期)： 200828(3) 分类号： O211.62 关键词： semi-Markov process Markov skeleton process sojour

n time one-dimensional distribution