We obtain a closed form expression for the joint probability mass function of the occupation times for a Three-State Markov chain. Our representation extends the long-standing result for a Two-State ...
ABSTRACT: We obtain a closed form expression for the joint probability mass function of the occupation times for a Three-State Markov chain. Our representation extends the long-standing result for a ...
Abstract: This paper addresses models for time series of integer-valued variables. Such series arise in various applications, often as increment series for counts of interest. A model with a ...
We review some urn and random-allocation models, mostly using probability generating function (PGF) methods. We begin by formulating a basic problem which can be thought of as either an urn or a ...
Generating subsets is the process of finding all the subsets of a given set. A subset is a collection of elements from the original set, where the order of the elements does not matter and duplicates ...
Two cases of multiple linearly interconnected linear birth and death processes are considered. It is found that in general the solution of the Kolmogorov differential equations for the probability ...
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