论文信息 - Sojourn times, exit times and jitter in multivariate Markov processes

Sojourn times, exit times and jitter in multivariate Markov processes

To treat the transient behavior of a system modeled by a stationary Markov process in continuous time, the state space is partitioned into good and bad states. The distribution of sojourn times on the good set and that of exit times from this set have a simple renewal theoretic relationship. The latter permits useful bounds on the exit time survival function obtainable from the ergodic distribution of the process. Applications to reliability theory and communication nets are given.

J. Keilson | J. Keilson

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