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The Structure of the Functional of Accumulation Defined on a Trajectory of Semi-Markov Process with a Finite Set of States

Theory of Probability and Its Applications. 2016. Vol. 60(2). P. 281-294.

We study the structure of the functional of accumulation defined on the trajectories of semi-Markov process with a finite set of states. As t -> ∞  this functional increases linearly and the coefficient is linear-fractional functional relative to the probability measure, defining homogeneous Markov randomized control strategy.