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Generalised eigenproblems arising in aggregated markov processes allowing for time interval omission

Published online by Cambridge University Press:  01 July 2016

Assad Jalali
Affiliation:
University of Wales, Swansea
Alan G. Hawkes
Affiliation:
University of Wales, Swansea

Abstract

We consider a continuous-time Markov chain in which one cannot observe individual states but only which of two sets of states is occupied at any time. Furthermore, we suppose that the resolution of the recording apparatus is such that small sojourns, of duration less than a constant deadtime, cannot be observed. We obtain some results concerning the poles of the Laplace transform of the probability density function of apparent occupancy times, which correspond to a problem about generalised eigenvalues and eigenvectors. These results provide useful asymptotic approximations to the probability density of occupancy times. A numerical example modelling a calcium-activated potassium channel is given. Some generalisations to the case of random deadtimes complete the paper.

Information

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1992 

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