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On occupation times for quasi-Markov processes

Published online by Cambridge University Press:  14 July 2016

Lennart Bondesson
Lennart Bondesson*
Affiliation:
University of Umeå
*
∗ Postal address: Department of Mathematical Statistics, University of Umeå, S–901 87 Umeå, Sweden.
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Abstract

In this note the joint distribution for the times in an interval [0, t] spent in the states 1, 2, ···, N in a standard quasi-Markov process of order N is considered. An expression for the Laplace transform with respect to t of the Laplace–Stieltjes transform of this joint distribution is derived.

Keywords

OCCUPATION TIMESTANDARD QUASI-MARKOV PROCESSSTANDARD REGENERATIVE PHENOMENON

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 18 , Issue 1 , March 1981 , pp. 297 - 301
Copyright
Copyright © Applied Probability Trust 

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