PrTr {MG1StationaryProbability}

Probability to have state j in the ending of the idle period, if initially we have state i

Description

Probability to have state j in the ending of the idle period, if initially we have state i

Usage

PrTr(i, j, m = c(0.2, 0.3), lambda = c(1, 2), tmax = 12)

Arguments

i

MC i-th state

j

MC j-th state

m

distribution parameters vector of sojourn times in alternating environment states

lambda

Poisson flow intensity vector

tmax

upper integration limit

Value

double

Examples

PrTr(1, 0)