Phase Enlargement of Semi-Markov Systems without Determining Stationary Distribution of Embedded Markov Chain
Journal: SPIIRAS Proceedings
Year: 2020

A phase enlargement of semi-Markov systems that does not require determining stationary distribution of the embedded Markov chain is considered. Phase enlargement is an equivalent replacement of a semi-Markov system with a common phase state space by a system with a discrete state space. Finding the stationary distribution of an embedded Markov chain for a system with a continuous phase state space is one of the most time-consuming and not always solvable stage, since in some cases it leads to a