Package jline.api.mc

Class Ctmc_passage_taboo_moments

java.lang.Object

jline.api.mc.Ctmc_passage_taboo_moments

public final class Ctmc_passage_taboo_moments
extends Object

Moments of order 1..nmax of the first passage time into the TARGET set B, CONDITIONAL on entering B before the TABOO set C:

     E[T^k | B before C] = k! alpha (-S)^-(k+1) sB / Pr{B before C},
 

evaluated as (-S) y_k = k y_(k-1) from y_0 = pB, one solve per order, with S, pB and the partition of Ctmc_passage_taboo.

With an empty taboo set and B entered surely, the moments equal those of Ctmc_passage_moments. Indices are 0-based here and 1-based in the MATLAB reference.

Method Summary

Modifier and Type	Method	Description
static PassageTabooMomentsResult	ctmc_passage_taboo_moments(Matrix Q, Matrix pi0, int[] target, int[] taboo, int nmax)

Methods inherited from class java.lang.Object

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

Method Details

ctmc_passage_taboo_moments

public static PassageTabooMomentsResult ctmc_passage_taboo_moments(Matrix Q,
 Matrix pi0,
 int[] target,
 int[] taboo,
 int nmax)

Parameters:

Q - generator, rows summing to zero

pi0 - initial distribution over the state space, or null

target - 0-based target state indices B, not empty

taboo - 0-based taboo state indices C, or null/empty

nmax - highest moment order