Faculdade

Investigação

On some generalizations of the Cox-Markov process

TítuloOn some generalizations of the Cox-Markov process
Publication TypeUnpublished
Year of Publication2005
AuthorsCoelho CA, Mexia JT
Series TitlePreprint
AbstractIn this paper we first show how a mixture of particular Generalized Integer Gamma (GIG) distributions is the distribution of time till absorption into state 0 for a Cox-Markov process. Based on this approach, several generalizations of the Cox-Markov model are then proposed. For all the cases the distribution of the time till absorption into state 0 is derived, using the GIG distribution as a basis. The moments of these waiting times are derived for all cases and modules for the computation of their exact distributions are provided.
URLhttp://www.dm.fct.unl.pt/sites/www.dm.fct.unl.pt/files/preprints/2005/18_05.pdf