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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scientific article; zbMATH DE number 4178305
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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 |
scientific article; zbMATH DE number 4178305 |
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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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0.7949714660644531
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0.788532018661499
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0.7865630984306335
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0.7855414748191833
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0.7656532526016235
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