Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations (Q2489882): Difference between revisions
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Revision as of 23:15, 19 March 2024
scientific article
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| English | Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations |
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Continuous time Markov chains observed on an alternating renewal process with exponentially distributed durations (English)
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28 April 2006
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The paper considers a stochastic process resulted from a continuous time Markov chain observed on a system following the behavior of an alternating renewal process. This alternating renewal process is assumed to have exponentially distributed durations. The paper studies the limiting behavior of this process and the embedded processes observed at the beginning of each stage. The limiting probability distribution of the whole process is derived in terms of stationary probabilities of the embedded processes.
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continuous time Markov processes
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stationary distributions
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