On State Occupancies, First Passage Times and Duration in Non-Homogeneous Semi-Markov Chains

Semi-Markov processes generalize the Markov chains framework by utilizing abstract sojourn time distributions. They are widely known for offering enhanced accuracy in modeling stochastic phenomena. The aim of this paper is to provide closed analytic forms for three types of probabilities which descr...

Full description

Bibliographic Details
Main Authors: Andreas C. Georgiou, Alexandra Papadopoulou, Pavlos Kolias, Haris Palikrousis, Evanthia Farmakioti
Format: Article
Language:English
Published: MDPI AG 2021-07-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/9/15/1745