Compute the time-averaged sojourn times M(i),
defined as the fraction of time spent in state i during the
first n transitions (or until absorption), assuming that the
state occupancy probabilities at time 0 are p0.
INPUTS
P(i,j)N \times N transition probability matrix.
nNumber of transitions during which the time-averaged expected sojourn times are computed (scalar, n ≥ 0). if n = 0, returns p0.
p0(i)Initial state occupancy probabilities (vector of length N).
OUTPUTS
M(i)If this function is called with three arguments, M(i) is
the expected fraction of steps {0, …, n} spent in
state i, assuming that the state occupancy probabilities at
time zero are p0. If this function is called with two
arguments, M(i) is the expected fraction of steps spent
in state i until absorption. M is a vector of length
N.
See also: dtmcexps.
Package: queueing