Passage-time generating functions for continuous-time finite Markov chains
- 1 August 1968
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 5 (2) , 414-426
- https://doi.org/10.2307/3212262
Abstract
Let S denote a subset of the states of a finite continuous-time Markov chain and let Y(a) denote the time that elapses until a weighted sum of a time units have been spent in S. Formulae are derived for the generating functions of Y(a) and of Y(a + b) – Y(b).Keywords
This publication has 2 references indexed in Scilit:
- Some passage-time generating functions for discrete-time and continuous-time finite Markov chainsJournal of Applied Probability, 1967
- Identities for passage times with applications to recurrent events and homogeneous differential functionsJournal of Applied Probability, 1966