Package jline.api.mc

Class Ctmc_passage_ph

java.lang.Object

jline.api.mc.Ctmc_passage_ph

public final class Ctmc_passage_ph
extends Object

Phase-type representation of the first passage time into a target STATE SET.

This is the primitive behind the whole ctmc_passage_* family. Reference: P. G. Harrison and W. J. Knottenbelt, "Passage Time Distributions in Large Markov Chains", 2002, Eqs. 1-2, which write the same system as n scalar equations with L_i = 1 on the target.

THIS IS NOT THE SPLIT SolverCTMC.getCdfRespT USES. That one is by EVENT (the tagged job arriving at or departing from a station, through the filtration); this one is by STATE SET. The two are complementary and must not be merged.

Target indices are 0-based here and 1-based in the MATLAB reference.

Method Summary

Modifier and Type	Method	Description
static CtmcPassagePh	ctmc_passage_ph(Matrix Q, Matrix pi0, int[] target)

Methods inherited from class java.lang.Object

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

Method Details

ctmc_passage_ph

public static CtmcPassagePh ctmc_passage_ph(Matrix Q,
 Matrix pi0,
 int[] target)

Parameters:

Q - generator, rows summing to zero

pi0 - initial distribution over the state space; null starts from the conditional stationary law on the complement of the target set, as the reference and the python twin do

target - 0-based target state indices