LimDist

matrix, represents a rate matrix of a CTMC or the transition probability matrix of the DTMC associated to the CTMC.

boolean, if rate is equal to TRUE then the argument X represents the rate matrix of the CTMC. If rate is equal to FALSE then the argument X represents the probability transition matrix of the CTMC.

rate

numeric, represents the error of approximation.

epsilon

integer, represents the maximum of iterations.

iter

<code>LimDist</code> is used to obtain the limiting distribution of a homogeneous continuous time Markov chain.

Compute important quantities when we consider stochastic systems that are observed continuously.
Such as, Cost model, Limiting distribution, Transition matrix, Transition distribution and Occupancy matrix.
The methods are described, for example, Ross S. (2014), Introduction to Probability Models. Eleven Edition. Academic Press.

LimDist: Tool to computate the limiting distribution for a Continuous Time Markov Chain, CTMC.

Description

Usage

Arguments

References