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Sojourn times, exit times and jitter in multivariate Markov processes

Published online by Cambridge University Press:  01 July 2016

J. Keilson
J. Keilson*
Affiliation:
University of Rochester
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Abstract

To treat the transient behavior of a system modeled by a stationary Markov process in continuous time, the state space is partitioned into good and bad states. The distribution of sojourn times on the good set and that of exit times from this set have a simple renewal theoretic relationship. The latter permits useful bounds on the exit time survival function obtainable from the ergodic distribution of the process. Applications to reliability theory and communication nets are given.

Keywords

MARKOV PROCESSESCHAINSRENEWAL THEORYRELIABILITY THEORYSOJOURN TIMESEXIT TIMESRARE EVENTS

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 6 , Issue 4 , December 1974, pp. 747 - 756
Copyright
Copyright © Applied Probability Trust 1974 

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