First passage times and lumpability of semi-Markov processes

First passage times and lumpability of semi-Markov processes

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Article ID: iaor1989370
Country: United Kingdom
Volume: 25
Issue: 4
Start Page Number: 675
End Page Number: 687
Publication Date: Dec 1988
Journal: Journal of Applied Probability
Authors: ,
Abstract:

A necessary and sufficient condition of Serfozo for lumpability of semi-Markov processes is reinterpreted in terms of first-exit times. Furthermore, a new necessary and sufficient condition is developed by establishing relationships between first-passage times and lumpability of semi-Markov processes. The approach taken in this paper is entirely based on the Laplace-transform domain.

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