On State Occupancies, First Passage Times and Duration in Non-Homogeneous Semi-Markov Chains
Semi-Markov processes generalize the Markov chains framework by utilizing abstract sojourn time distributions. They are widely known for offering enhanced accuracy in modeling stochastic phenomena. The aim of this paper is to provide closed analytic forms for three types of probabilities which descr...
Main Authors: | , , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-07-01
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Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/9/15/1745 |