A Closed Form Probability Mass Function for Occupation Times in a Three-State Markov Chain
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 Two-State Markov chain by utilizing the method of probability generating functions given in Pedler.
Authors
- Andrzej Korzeniowski
- James Evans (ORCID: https://orcid.org/0000-0002-7721-4782)
Institutions
- The University of Texas at Arlington (US)
Publication Details
- Journal
- Advances in Pure Mathematics
- Published
- 2025-01-01
- DOI
- https://doi.org/10.4236/apm.2025.158029
- Citations
- 1
- Primary Topic
- Reliability and Maintenance Optimization
- Type
- article
- Field-Weighted Citation Impact
- 1.30