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

DOI10.2307/3214555zbMath0715.60110OpenAlexW2335241881MaRDI QIDQ3201216

Bruno Sericola

Publication date: 1990

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00075653/file/RR-0903.pdf

zbMATH Keywords

matrix representationrenewal equationscontinuous time Markov chainuniformization technique

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Continuous-time Markov processes on discrete state spaces (60J27)

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