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A note on the first two moments of times in transient states in a semi-Markov process

Published online by Cambridge University Press:  14 July 2016

Edward P. C. Kao
Edward P. C. Kao*
Affiliation:
Yale University
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Abstract

This paper derives results for computing the first two moments of times in transient states and times to absorption in a transient semi-Markov process. An illustrative example is presented at the end.

Keywords

SEMI-MARKOV PROCESSFIRST TWO MOMENTSTIMES IN TRANSIENT STATES
Type
Short Communications
Information
Journal of Applied Probability , Volume 11 , Issue 1 , March 1974 , pp. 193 - 198
Copyright
Copyright © Applied Probability Trust 1974 

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References

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