Add to ORKGBibliography: leaves 80-82.vi, 82 leaves ; 30 cm.The subject of this thesis is the joint probability density of the accumulated sojourn time in each state of a Markov process when the initial state is known.Thesis (Ph.D.)--University of Adelaide, Dept. of Applied Mathematics, 1998
Abstract. For Markov chains in continuous time Keilson(1979) has shown that the relationship between...
Many studies in medicine involve conditions whereby subjects make transitions among a set of defined...
Abstract We introduce the exit time finite state projection (ETFSP) scheme, a truncation-based meth...
SIGLECNRS 14802 E / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
AbstractLet Y={Yt:t⩾0} be a semi-Markov process whose state space S is finite. Assume that Y is eith...
AbstractLet Y={Yt:t⩾0} be a semi-Markov process whose state space S is finite. Assume that Y is eith...
This article describes an accurate procedure for computing the mean first passage times of a finite ...
In this paper, we provide a methodology for computing the probability distribution of sojourn times...
We consider a Markov chain on a finite state space and obtain an expression of the joint distributio...
For a finite state Markov process X and a finite collection {Γ k , k ∈ K} of subsets of its state sp...
For a finite state Markov process X and a finite collection {Γ k , k ∈ K} of subsets of its state sp...
discrete-time Markov chains and renewal processes exhibit convergence to stationarity. In the case o...
Abstract. Consider a process that jumps back and forth between two states, with random times spent i...
Abstract We introduce the exit time finite state projection (ETFSP) scheme, a truncation-based meth...
In this thesis we will investigate random walks which, upon reaching a state X, stay in X during a ...
Abstract. For Markov chains in continuous time Keilson(1979) has shown that the relationship between...
Many studies in medicine involve conditions whereby subjects make transitions among a set of defined...
Abstract We introduce the exit time finite state projection (ETFSP) scheme, a truncation-based meth...
SIGLECNRS 14802 E / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc
AbstractLet Y={Yt:t⩾0} be a semi-Markov process whose state space S is finite. Assume that Y is eith...
AbstractLet Y={Yt:t⩾0} be a semi-Markov process whose state space S is finite. Assume that Y is eith...
This article describes an accurate procedure for computing the mean first passage times of a finite ...
In this paper, we provide a methodology for computing the probability distribution of sojourn times...
We consider a Markov chain on a finite state space and obtain an expression of the joint distributio...
For a finite state Markov process X and a finite collection {Γ k , k ∈ K} of subsets of its state sp...
For a finite state Markov process X and a finite collection {Γ k , k ∈ K} of subsets of its state sp...
discrete-time Markov chains and renewal processes exhibit convergence to stationarity. In the case o...
Abstract. Consider a process that jumps back and forth between two states, with random times spent i...
Abstract We introduce the exit time finite state projection (ETFSP) scheme, a truncation-based meth...
In this thesis we will investigate random walks which, upon reaching a state X, stay in X during a ...
Abstract. For Markov chains in continuous time Keilson(1979) has shown that the relationship between...
Many studies in medicine involve conditions whereby subjects make transitions among a set of defined...
Abstract We introduce the exit time finite state projection (ETFSP) scheme, a truncation-based meth...