Question
Consider a finite state continuous time Markov chain Xt, t 0 with a state x. Show that if the continuous time markov chain (CTMC) starts
Consider a finite state continuous time Markov chain Xt, t 0 with a state x. Show that if the continuous time markov chain (CTMC) starts from x then the total time spent at x (for all values of t) is either infinite or exponentially distributed.
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A Handbook Of Statistical Analyses Using R
Authors: Torsten Hothorn, Brian S Everitt
3rd Edition
1482204592, 9781482204599
