Published Online: 15 FEB 2011
Copyright © 2010 John Wiley & Sons, Inc. All rights reserved.
Wiley Encyclopedia of Operations Research and Management Science
How to Cite
Serin, Y. 2011. Semi-Markov Processes. Wiley Encyclopedia of Operations Research and Management Science. .
- Published Online: 15 FEB 2011
A semi-Markov process is a generalization of continuous-time Markov chain, so that the sojourn times come from general distributions. In this article, after some basic definitions, some results related to the transient and limiting properties of the semi-Markov processes are given. Some results are demonstrated with examples.
- semi-Markov process;
- discrete-time Markov chain;
- irreducible SMP;
- embedded DTMC;
- positive recurrent SMP