PrTr: Probability to have state j in the ending of the idle period, if initially we have state i
Description
Probability to have state j in the ending of the idle period, if initially we have state i
Usage
PrTr(i, j, m = c(0.2, 0.3), lambda = c(1, 2), tmax = 12)
Arguments
- i
MC i-th state
- j
MC j-th state
- m
distribution parameters vector of sojourn times
in alternating environment states
- lambda
Poisson flow intensity vector
- tmax
upper integration limit