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Semi-Markov Processes

  1. Yasemin Serin

Published Online: 15 FEB 2011

DOI: 10.1002/9780470400531.eorms0758

Wiley Encyclopedia of Operations Research and Management Science

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. .

Author Information

  1. Middle East Technical University, Industrial Engineering Department, Ankara, Turkey

Publication History

  1. Published Online: 15 FEB 2011

Abstract

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.

Keywords:

  • semi-Markov process;
  • discrete-time Markov chain;
  • irreducible SMP;
  • embedded DTMC;
  • positive recurrent SMP