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MG1StationaryProbability (version 0.1.2)

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