Abstract
Matrix differences and integral equations are introduced for the description of finite-valued non markovian random processes. In a special case we deduce an integral equation of a semi-Markov process. Necessary conditions are found for a semi-Markov process to be markovian. A generalized understanding of a semi-Markov random process is offered.
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Translated fromVychislitel'naya i Prikladnaya Matematika, No. 69, pp. 121–128, 1989.
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Valeev, K.G., Sulima, J.M. Toward a theory of random semi-Markov processes. J Math Sci 67, 3131–3136 (1993). https://doi.org/10.1007/BF01098154
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DOI: https://doi.org/10.1007/BF01098154