In this paper, we provide a methodology for computing the probability distribution of sojourn times for a wide class of Markov chains. Our methodology consists in writing out linear systems and matrix equations for generating functions involving relations with entrance times. We apply the developed methodology to some classes of random walks with bounded integervalued jumps.
Entrance and Sojourn Times for Markov Chains. Application to (L;R)-random walks / Cammarota, Valentina; Lachal, Aime. - In: MARKOV PROCESSES AND RELATED FIELDS. - ISSN 1024-2953. - STAMPA. - 21:(2015), pp. 887-938.
Entrance and Sojourn Times for Markov Chains. Application to (L;R)-random walks.
CAMMAROTA, VALENTINA;
2015
Abstract
In this paper, we provide a methodology for computing the probability distribution of sojourn times for a wide class of Markov chains. Our methodology consists in writing out linear systems and matrix equations for generating functions involving relations with entrance times. We apply the developed methodology to some classes of random walks with bounded integervalued jumps.File allegati a questo prodotto
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