Abstract

We study semi-Markov processes with finite state spaces to obtain a transient solution. In the first place, we obtain Kolmogorov's equation from which, in the case of a less general semi-Markov process, we obtain an explicit formula for transient state probabilities. From this point we give a method to obtain a solution of general semi-Markov processes.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call