On the Limiting Joint Distribution of Semi-Markov Processes with Finite Number of States, with an Application PDF

Keywords

mathematics, finite number, Markov Models

Abstract

We derive expressions for lim Prob (Z = i, Z+2 = j) for a semi-Markov process with a finite number of states. As an application of the results, we obtain the autocorrelation function of the process of recorded current flowing through a single channel, for two Markovian models of the behavior of drug-operated ion-channels. The additional information provided by the autocorrelation function would facilitate the task of identifying the model which is more consistent with the observed record.