Package jline.api.mc

Class Ctmc_uniformization

java.lang.Object

jline.api.mc.Ctmc_uniformization

public final class Ctmc_uniformization
extends Object

Method Summary

Modifier and Type	Method	Description
static Matrix	ctmc_uniformization(Matrix pi0, Matrix Q, double t)	Return the transient probability distribution of the CTMC via the uniformization method.
static Matrix	ctmc_uniformization(Matrix pi0, Matrix Q, double t, double tol, int maxiter)

Methods inherited from class java.lang.Object

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

Method Details

ctmc_uniformization

public static Matrix ctmc_uniformization(Matrix pi0,
 Matrix Q,
 double t)

Return the transient probability distribution of the CTMC via the uniformization method. The Poisson series truncation depth is chosen adaptively from the uniformization constant so that the tail mass is below tolerance for any horizon t.

Parameters:

pi0 - Initial state the CTMC

Q - Infinitesimal generator of the CTMC

t - Transient analysis period boundary [0,t]

Returns:

Transient probability vector at time t

ctmc_uniformization

public static Matrix ctmc_uniformization(Matrix pi0,
 Matrix Q,
 double t,
 double tol,
 int maxiter)