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The joint probability density function of the occupation time of a three-state problem
Published online by Cambridge University Press: 14 July 2016
Abstract
The joint probability density function of the occupation time of a three-state stochastic process with constant transition matrix: aij ≠ 0, i ≠ j, i, j = 1, 2, 3 but αii = 0, i = 1, 2, 3 is studied.
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- Copyright © Applied Probability Trust 1976
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