The joint distribution of occupation times of skip-free Markov processes and a class of multivariate exponential distributions
| dc.creator | Khare, Kshitij | |
| dc.date | 2007-12-11 | |
| dc.date.accessioned | 2026-07-07T08:48:33Z | |
| dc.date.available | 2026-07-07T08:48:33Z | |
| dc.description | For a skip-free Markov process on non-negative integers with generator matrix Q, we evaluate the joint Laplace transform of the occupation times before hitting the state n (starting at 0). This Laplace transform has a very straightforward and familiar expression. We investigate the properties of this Laplace transform, especially the conditions under which the occupation times form a Markov chain. | |
| dc.identifier | https://arxiv.org/abs/0712.1646 | |
| dc.identifier | http://arxiv.org/abs/0712.1646 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/143981 | |
| dc.subject | Probability | |
| dc.title | The joint distribution of occupation times of skip-free Markov processes and a class of multivariate exponential distributions | |
| dc.type | text |