Mixtures of recurrent semi-Markov processes are characterized through a partial exchangeability condition of the array of successor states and holding times. A stronger invariance condition on the joint law of successor states and holding times leads to mixtures of Markov laws. © 2002 Elsevier Science B.V. All rights reserved.
A characterization for mixtures of semi-Markov processes
Fortini, S;
2002
Abstract
Mixtures of recurrent semi-Markov processes are characterized through a partial exchangeability condition of the array of successor states and holding times. A stronger invariance condition on the joint law of successor states and holding times leads to mixtures of Markov laws. © 2002 Elsevier Science B.V. All rights reserved.File in questo prodotto:
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