stationaryProbabilities {MG1StationaryProbability}R Documentation

Stationary probability function

Description

Stationary probability function

Usage

stationaryProbabilities(m = c(0.2, 0.3), lambda = c(1, 2), tmax = 12, nmax = 5)

Arguments

m

distribution parameters vector of sojourn times in alternating environment states

lambda

Poisson flow intensity vector

tmax

upper integration limit

nmax

limitation for number of arriving claims

Value

MC stationary probability vector


[Package MG1StationaryProbability version 0.1.2 Index]