MG1StationaryProbability (version 0.1.2)

probabilitiesMatrix: Probability matrix calculation. Rows represent arriving probabilities at state i and columns represent the same for state j

Description

Probability matrix calculation. Rows represent arriving probabilities at state i and columns represent the same for state j

Usage

probabilitiesMatrix(
  i,
  j,
  m = c(0.2, 0.3),
  lambda = c(1, 2),
  tmax = 12,
  nmax = 5
)

Value

matrix with nmax rows and columns

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

nmax

limitation for number of arriving claims