A METHOD FOR STUDYING THE INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES WITH APPLICATIONS: II. SOJOURN TIME DISTRIBUTIONS FOR MARKOV CH AINS,

Abstract

In Part 1, a method was introduced for studying the distribution problems concerning integral functionals of stochastic processes. In particular, this method was applied to time homogeneous Markov chains. The present paper is a continuation of this application. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1970
Accession Number
AD0710756

Entities

People

  • Prem S. Puri

Organizations

  • Purdue University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Integrals
  • Markov Chains
  • Mathematics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.