The joint probability density function of the occupation time of a three-state problem
- 1 March 1976
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 13 (1) , 57-64
- https://doi.org/10.2307/3212665
Abstract
The joint probability density function of the occupation time of a three-state stochastic process with constant transition matrix: aij ≠ 0, i ≠ j, i, j = 1, 2, 3 but αii = 0, i = 1, 2, 3 is studied.Keywords
This publication has 3 references indexed in Scilit:
- On a three-state sojourn time problemJournal of Applied Probability, 1971
- The Frequency Count of a Markov Chain and the Transition to Continuous TimeThe Annals of Mathematical Statistics, 1961
- Modern Probability Theory and Its ApplicationsPhysics Today, 1960