Accession Number : AD0710756

Title :   A METHOD FOR STUDYING THE INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES WITH APPLICATIONS: II. SOJOURN TIME DISTRIBUTIONS FOR MARKOV CH AINS,

Corporate Author : PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS

Personal Author(s) : Puri,Prem S.

Report Date : AUG 1970

Pagination or Media Count : 26

Abstract : In Part 1, a method was introduced for studying the distribution problems concerning integral functionals of stochastic processes. In particular, this method was applied to time homogeneous Markov chains. The present paper is a continuation of this application. (Author)

Descriptors :   (*STOCHASTIC PROCESSES, INTEGRALS), MATRICES(MATHEMATICS), PROBABILITY, INTEGRAL TRANSFORMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE