In a semi-Markov process, let tij denote the conditional expected time that the process spends in state i given that the next state is j .

(a) Present an equation relating μi to the tij .

(b) Show that the proportion of time the process is in i and will next enter j is equal to PiPij tij/μi .

Hint: Say that a cycle begins each time state i is entered. Imagine that you receive a reward at a rate of 1 per unit time whenever the process is in i and heading for j . What is the average reward per unit time?