Revisiting the state transition frequency formula

Authors
Citation
Dh. Shi, Revisiting the state transition frequency formula, ANN OPER R, 87, 1999, pp. 305-317
Citations number
9
Categorie Soggetti
Engineering Mathematics
Journal title
ANNALS OF OPERATIONS RESEARCH
ISSN journal
02545330 → ACNP
Volume
87
Year of publication
1999
Pages
305 - 317
Database
ISI
SICI code
0254-5330(1999)87:<305:RTSTFF>2.0.ZU;2-N
Abstract
In this paper, we give a new proof of the transition frequency formula for the state transition counting process in a vector Markov process (VMP). The formula was first presented by the author in the early eighties. We also d erive the absorbing distribution, the renewal distribution and the entering probability formulas from the formula. As an application, we use derived r esults to reduce the analysis of a fluid model with random disruptions.