Approximating Transition Probabilities and Mean Occupation Times in Continuous-Time Markov Chains
1987 ◽
Vol 1
(3)
◽
pp. 251-264
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Keyword(s):
The Mean
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In this paper we propose a new approach for estimating the transition probabilities and mean occupation times of continuous-time Markov chains. Our approach is to approximate the probability of being in a state (or the mean time already spent in a state) at time t by the probability of being in that state (or the mean time already spent in that state) at a random time that is gamma distributed with mean t.
1988 ◽
Vol 2
(2)
◽
pp. 267-268
1988 ◽
Vol 2
(4)
◽
pp. 471-474
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Keyword(s):
1998 ◽
Vol 8
(2)
◽
pp. 194-222
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1990 ◽
Vol 22
(01)
◽
pp. 111-128
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Keyword(s):
2019 ◽
Vol 115
◽
pp. 96-133
◽
Keyword(s):
2020 ◽
Vol E103.A
(11)
◽
pp. 1252-1259