On the Distributions of the State Sizes of Closed Continuous Time Homogeneous Markov Systems |
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Authors: | G Vasiliadis G Tsaklidis |
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Institution: | 1. Department of Mathematics, Aristotle University of Thessaloniki, 54124, Thessaloniki, Greece
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Abstract: | The evolution of the state sizes of a closed continuous-time homogeneous Markov system is determined by the convolution of
multinomial distributions expressing the number of transitions between the states of the system. In order to investigate the
distributions of the state sizes, we provide the computation of their moments, at any time point, via a recursive formula
concerning the derivative of the moments. The basic result is given by means of a new vector product which is similar to the
Kronecker product. Finally, a formula for the computation of the state sizes distributions is given. |
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Keywords: | |
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