Package jline.api.mc

Class CtmcPassagePh

java.lang.Object

jline.api.mc.CtmcPassagePh

public class CtmcPassagePh
extends Object

The phase-type form of a first passage time into a target state set.

With A the complement of the target set, S = Q(A,A) is the sub-generator under which the passage has not yet completed, s0 = -S*1 is the exit vector, and alpha = pi0(A). Then L(s) = alpha (sI-S)^-1 s0 + atom and F(t) = 1 - alpha exp(St) 1.

ALPHA IS DELIBERATELY NOT NORMALIZED. Its mass is 1 - atom; the missing mass is the ATOM AT ZERO carried by initial states already inside the target. A caller that normalizes alpha and forgets the atom reports F(0) = 0 for a passage that has already completed with probability atom.

Field Summary

Fields

Modifier and Type	Field	Description
final Matrix	alpha	pi0 restricted to the non-target block, UNNORMALIZED.
final double	atom	Mass of pi0 already inside the target: F(0).
final int[]	keep	Row of S to state index of Q.
final Matrix	S	Sub-generator Q(A,A).
final Matrix	s0	Exit vector -S*1, as a column.

Constructor Summary

Constructors

Constructor	Description
CtmcPassagePh(Matrix alpha, Matrix S, Matrix s0, int[] keep, double atom)

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

alpha

public final Matrix alpha

pi0 restricted to the non-target block, UNNORMALIZED.

S

public final Matrix S

Sub-generator Q(A,A).

s0

public final Matrix s0

Exit vector -S*1, as a column.

keep

public final int[] keep

Row of S to state index of Q.

atom

public final double atom

Mass of pi0 already inside the target: F(0).

Constructor Details

CtmcPassagePh

public CtmcPassagePh(Matrix alpha,
 Matrix S,
 Matrix s0,
 int[] keep,
 double atom)