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A characterization for mixtures of semi-Markov processes

Author

Listed:
  • Epifani, I.
  • Fortini, S.
  • Ladelli, L.

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.

Suggested Citation

  • Epifani, I. & Fortini, S. & Ladelli, L., 2002. "A characterization for mixtures of semi-Markov processes," Statistics & Probability Letters, Elsevier, vol. 60(4), pages 445-457, December.
    • Handle: RePEc:eee:stapro:v:60:y:2002:i:4:p:445-457
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    References listed on IDEAS

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    1. Fortini, Sandra & Ladelli, Lucia & Petris, Giovanni & Regazzini, Eugenio, 0. "On mixtures of distributions of Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 100(1-2), pages 147-165, July.
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    Cited by:

    1. Cecilia Prosdocimi & Lorenzo Finesso, 2016. "Countable Partially Exchangeable Mixtures," Journal of Theoretical Probability, Springer, vol. 29(2), pages 423-442, June.
    2. Peluso, Stefano & Mira, Antonietta & Muliere, Pietro, 2015. "Reinforced urn processes for credit risk models," Journal of Econometrics, Elsevier, vol. 184(1), pages 1-12.

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