Closed-form solution for the distribution of the total time spent in a subset of states of a homogeneous Markov process during a finite observation period (Q3201216): Difference between revisions

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Latest revision as of 14:22, 19 March 2024

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Closed-form solution for the distribution of the total time spent in a subset of states of a homogeneous Markov process during a finite observation period
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    Closed-form solution for the distribution of the total time spent in a subset of states of a homogeneous Markov process during a finite observation period (English)
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    1990
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    continuous time Markov chain
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    uniformization technique
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    renewal equations
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    matrix representation
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