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A fundamental matrix for regular semi-Markov processes

✍ Scribed by Mendel Fygenson


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
504 KB
Volume
32
Category
Article
ISSN
0304-4149

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Mixtures of recurrent semi-Markov processes are characterized through a partial exchangeability condition of the array of successor states and holding times. A stronger invariance condition on the joint law of successor states and holding times leads to mixtures of Markov laws.