| Article ID: | iaor20073156 |
| Country: | Japan |
| Volume: | 49 |
| Issue: | 4 |
| Start Page Number: | 290 |
| End Page Number: | 305 |
| Publication Date: | Dec 2006 |
| Journal: | Journal of the Operations Research Society of Japan |
| Authors: | Kino Issei, Kishi Yasuhito |
| Keywords: | markov processes |
A class of semi-Markov process was introduced by Latouche and referred as the semi-Poisson process in which the intervals of time between events are identically, exponentially distributed random variables and are not independent but dependent random variables. In this paper, we extend the class of semi-Poisson process to the class in which the random variables are identically distributed with a given PH-distribution and are not independent but dependent. We refer to it as the semi-PH process.