On Occupation Time for On-Off Processes with Multiple Off-States
Probability
2019-10-01 v1
Abstract
The need to model a Markov renewal on-off process with multiple off-states arise in many applications such as economics, physics, and engineering. Characterization of the occupation time of one specific off-state marginally or two off-states jointly is crucial to understanding such processes. We derive the exact marginal and joint distributions of the off-state occupation times. The theoretical results are confirmed numerically in a simulation study. A special case when all holding times have Levy distribution is considered for the possibility of simplification of the formulas.
Keywords
Cite
@article{arxiv.1909.13311,
title = {On Occupation Time for On-Off Processes with Multiple Off-States},
author = {Chaoran Hu and Vladimir Pozdnyakov and Jun Yan},
journal= {arXiv preprint arXiv:1909.13311},
year = {2019}
}