Sojourn Time Problems.

Abstract

It is supposed that in the time interval (0, infinity) a stochastic process is alternately in states A and B. Denote by alpha (1), beta (1), alpha (2), beta (2),... the lengths of the successive intervals spent in states A and B respectively. In this paper the distribution and the asymptotic distribution of the total time spent in state A (b) in the interval (0,t) are determined in the case where (alpha (1),beta (1)), (alpha (2),beta (2)),... are mutually independent and identically distributed vector variables. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 15, 1973
Accession Number
AD0762051

Entities

People

  • Lajos Takacs

Organizations

  • Case Western Reserve University

Tags

DTIC Thesaurus Topics

  • Intervals
  • Stochastic Processes
  • Time Intervals

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Mathematical Modeling and Probability Theory.