stationaryProbabilities_cached {MG1StationaryProbability}

Stationary probability caching function

Description

Stationary probability caching function

Usage

stationaryProbabilities_cached(
  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

stationary probability vector cached