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
From MaRDI portal
DOI10.2307/3214555zbMATH Open0715.60110OpenAlexW2335241881MaRDI QIDQ3201216FDOQ3201216
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
Applications of renewal theory (reliability, demand theory, etc.) (60K10) Continuous-time Markov processes on discrete state spaces (60J27)
Cited In (9)
- A dependability measure for Markov models of repairable systems: Solution by randomization and computational experience
- Exact distributions for reward functions on semi-Markov and Markov additive processes
- On the distribution of time spent by a Markov chain at different levels until achieving a fixed state
- Solving large interval availability models using a model transformation approach
- Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes
- Occupation times in markov processes
- DEPENDABILITY EVALUATION OF CLUSTER-BASED DISTRIBUTED SYSTEMS
- The joint distribution of sojourn times in finite Markov processes
- Linear dynamics for the state vector of Markov chain functions
Recommendations
- The joint distribution of sojourn times in finite Markov processes 👍 👎
- Mean arrival times of sets for Markov chains 👍 👎
- Occupation times in markov processes 👍 👎
- A compound measure of dependability for systems modeled by continuous-time absorbing Markov processes 👍 👎
- On the distributions of the state sizes of closed continuous time homogeneous Markov systems 👍 👎
This page was built for publication: 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
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3201216)
