Hongler, M. O.Salama, Y.2013-01-072013-01-072013-01-0719962-s2.0-33748841343https://infoscience.epfl.ch/handle/20.500.14299/87666We 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.text::journal::journal article::research article