Abstract
We investigate the question of when a semi-Markov process is transformed by a random time change into a Markov process.
Citation
James Yackel. "A Random Time Change Relating Semi-Markov and Markov Processes." Ann. Math. Statist. 39 (2) 358 - 364, April, 1968. https://doi.org/10.1214/aoms/1177698396
Information
Published: April, 1968
First available in Project Euclid: 27 April 2007
zbMATH: 0164.47603
MathSciNet: MR222957
Digital Object Identifier: 10.1214/aoms/1177698396
Rights: Copyright © 1968 Institute of Mathematical Statistics