stationaryProbabilities: Stationary probability function
Description
Stationary probability function
Usage
stationaryProbabilities(m = c(0.2, 0.3), lambda = c(1, 2), tmax = 12, nmax = 5)
Value
MC stationary probability vector
Arguments
- 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