The variance of duration of stay in an absorbing Markov process

DOI10.2307/3213413zbMath0389.60059OpenAlexW4237787829WikidataQ120979085 ScholiaQ120979085MaRDI QIDQ4171381

Philip F. Rust

Publication date: 1978

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213413

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

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Continuous and Poisson-distributed costs accumulated within a stationary Markov process

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