Semi-markov processes with phase-type waiting times
We discuss the dynamics of continuous time semi-markov chains with phase-type waiting times. It is shown that the resulting generalized master equation which governs the marginal transition probability density can be written as a high order differential-difference equation; the order being directly related to the number of phases used to characterize the waiting time.
2-s2.0-33748841343
1996
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IMT/DMT, EPFL, 1015 Lausanne, Switzerland DMA, EPFL, 1015 Lausanne, Switzerland
Export Date: 6 December 2012
Source: Scopus
Language of Original Document: English
Correspondence Address: Hongler, M.O.; IMT/DMT, EPFL, 1015 Lausanne, Switzerland
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