Comparison of Semi-Markov and Markov Processes
Kurtz, Thomas G.
Ann. Math. Statist., Tome 42 (1971) no. 6, p. 991-1002 / Harvested from Project Euclid
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Conditions are given under which a semi-Markov process $Z(t)$ can be obtained from a Markov process $Y(t)$ by a time change (i.e. $Z(t) = Y(\gamma(t))$). Estimates are given for $P\{\sup_{s\leqq t} |s - \gamma(s)| > \varepsilon\}$ and the construction is used to give conditions under which a sequence of semi-Markov processes will have the same convergence properties as the corresponding sequence of Markov processes.
Publié le : 1971-06-14
Classification:  
@article{1177693327,
     author = {Kurtz, Thomas G.},
     title = {Comparison of Semi-Markov and Markov Processes},
     journal = {Ann. Math. Statist.},
     volume = {42},
     number = {6},
     year = {1971},
     pages = { 991-1002},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177693327}
}

Kurtz, Thomas G. Comparison of Semi-Markov and Markov Processes. Ann. Math. Statist., Tome 42 (1971) no. 6, pp.  991-1002. http://gdmltest.u-ga.fr/item/1177693327/