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)
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English | 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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