2007/12/11 by Kshitij Khare, Khare, Kshitij
Business, Management and Accounting · Mathematics · #Advanced Queuing Theory Analysis #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics #math.PR
paper · pdf · doi:10.48550/arxiv.0712.1646
arxiv created 2007/12/11 · openalex publication_date 2007/12/11 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
For a skip-free Markov process on non-negative integers with generator matrix Q, we evaluate the joint Laplace transform of the occupation times before hitting the state n (starting at 0). This Laplace transform has a very straightforward and familiar expression. We investigate the properties of this Laplace transform, especially the conditions under which the occupation times form a Markov chain.