On the total reward variance for continuous-time Markov reward chains
2006 ◽
Vol 43
(04)
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pp. 1044-1052
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Keyword(s):
As an extension of the discrete-time case, this note investigates the variance of the total cumulative reward for continuous-time Markov reward chains with finite state spaces. The results correspond to discrete-time results. In particular, the variance growth rate is shown to be asymptotically linear in time. Expressions are provided to compute this growth rate.
2006 ◽
Vol 43
(4)
◽
pp. 1044-1052
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Keyword(s):
Keyword(s):
Keyword(s):
1998 ◽
Vol 7
(4)
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pp. 397-401
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Keyword(s):
2005 ◽
Vol 20
(1)
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pp. 67-86
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Keyword(s):
Keyword(s):