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1、ThispageintentionallyleftblankContinuousSemi-MarkovProcessesThispageintentionallyleftblankContinuousSemi-MarkovProcessesBorisHarlamovSeriesEditorNikolaosLimniosFirstpublishedinGreatBritainandtheUnitedStatesin2008byISTELtdandJohnWiley&Sons,Inc.Apartfromanyfairdealingfo
2、rthepurposesofresearchorprivatestudy,orcriticismorreview,aspermittedundertheCopyright,DesignsandPatentsAct1988,thispublicationmayonlybereproduced,storedortransmitted,inanyformorbyanymeans,withthepriorpermissioninwritingofthepublishers,orinthecaseofreprographicreproduc
3、tioninaccordancewiththetermsandlicensesissuedbytheCLA.Enquiriesconcerningreproductionoutsidethesetermsshouldbesenttothepublishersattheundermentionedaddress:ISTELtdJohnWiley&Sons,Inc.6FitzroySquare111RiverStreetLondonW1T5DXHoboken,NJ07030UKUSAwww.iste.co.ukwww.wiley.co
4、m?ISTELtd,2008TherightsofBorisHarlamovtobeidentifiedastheauthorofthisworkhavebeenassertedbyhiminaccordancewiththeCopyright,DesignsandPatentsAct1988.LibraryofCongressCataloging-in-PublicationDataHarlamov,Boris.Continuoussemi-Markovprocesses/BorisHarlamov.p.cm.Includesi
5、ndex.ISBN978-1-84821-005-91.Markovprocesses.2.Renewaltheory.I.Title.QA274.7.H352007519.2'33--dc222007009431BritishLibraryCataloguing-in-PublicationDataACIPrecordforthisbookisavailablefromtheBritishLibraryISBN:978-1-84821-005-9PrintedandboundinGreatBritainbyAntonyRoweL
6、td,Chippenham,Wiltshire.ContentsIntroduction.....................................9Chapter1.SteppedSemi-MarkovProcesses..................171.1.Randomsequence..............................171.2.Markovchain.................................201.3.Two-dimensionalMarkovchain
7、.......................251.4.Semi-Markovprocess............................291.5.Stationarydistributions...........................32Chapter2.SequencesofFirstExitTimesandRegenerationTimes.....372.1.Basicmaps..................................382.2.Markovtimes..........
8、.......................422.3.Deducingsequences.............................462.4.Correctexitandcontinuity...................
