Scientific Research Publishing

Darroch, J.N. and Morris, K.W. (1968) Passage-Time Generating Functions for Continuous-Time Finite Markov Chains. Journal of Applied Probability, 5, 414-426.

ABSTRACT: We obtain a closed form expression for the joint probability mass function of the occupation times for a Three-State Markov chain. Our representation extends the long-standing result for a ...
Scientific Research Publishing

Darroch, J.N. and Morris, K.W. (1967) Some Passage-Time Generating Functions for Discrete-Time and Continuous-Time Finite Markov Chains. Journal of Applied Probability, 4, 496-507.

ABSTRACT: We obtain a closed form expression for the joint probability mass function of the occupation times for a Three-State Markov chain. Our representation extends the long-standing result for a ...