On the regularity property of Semi-Markov processes with Borel state spaces

This note shows that a semi-Markov process with Borel state space is regular under a fairly weak condition on the mean sojourn or holding times and assuming that the embedded Markov chain satisfies one of the following conditions: (a) it is Harris recurrent; (b) it is recurrent and the “recurrent part” of the state space is reached with probability one for every initial state; (c) it has a unique invariant probability measure. Under the latter condition, the regularity property is only ensured for almost all initial states with respect to the invariant probability measure.