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A characterization for mixtures of semi-Markov processes |
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| Authors: | I. Epifani S. Fortini L. Ladelli |
| Affiliation: | a Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci 32, I-20133, Milano, Italy b Istituto di Metodi Quantitativi, Università “L. Bocconi”, Milano, Italy c Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci 32, I-20133, Milano, Italy |
| 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. |
| Keywords: | Holding times Markov chains Markov exchangeability Partial exchangeability Semi-Markov processes Successor state |
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