Semi-Markov Processes

Notation

${\mathbb{N}}_0$ set of natural numbers {o, 1,2,…}

 set of positive natural numbers {1,2,…}

 set of real numbers

${ℝ}_{+}$ set of nonnegative real numbers [o, ∞)

(Ω, F, P) probability space

S state space or phase space

$\left\{X\left(t\right):t\in \mathbb{T}\right\}$ stochastic process or random ...