From: <mma...@us...> - 2012-04-22 13:55:45
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Revision: 10310 http://octave.svn.sourceforge.net/octave/?rev=10310&view=rev Author: mmarzolla Date: 2012-04-22 13:55:38 +0000 (Sun, 22 Apr 2012) Log Message: ----------- fixed documentation bugs Modified Paths: -------------- trunk/octave-forge/main/queueing/doc/markovchains.txi trunk/octave-forge/main/queueing/inst/ctmc_exps.m Modified: trunk/octave-forge/main/queueing/doc/markovchains.txi =================================================================== --- trunk/octave-forge/main/queueing/doc/markovchains.txi 2012-04-22 08:37:24 UTC (rev 10309) +++ trunk/octave-forge/main/queueing/doc/markovchains.txi 2012-04-22 13:55:38 UTC (rev 10310) @@ -583,6 +583,33 @@ the state occupancy probability at time @math{t}; @math{\exp({\bf Q}t)} is the matrix exponential of @math{{\bf Q}t}. +If there are absorbing states, we can define the vector @emph{expected +sojourn times until absorption} @math{{\bf L}(\infty)}, where for each +transient state @math{i}, @math{L_i(\infty)} is the expected total +time spent in state @math{i} until absorption, assuming that the +system started with a given state occupancy probability vector +@math{{\bf \pi}(0)}. Let @math{\tau} be the set of transient (i.e., +non absorbing) states; let @math{{\bf Q}_\tau} be the restriction of +@math{\bf Q} to the transient substates only. Similarly, let +@math{{\bf \pi}_\tau(0)} be the restriction of the initial probability +vector @math{{\bf \pi}(0)} to transient states @math{\tau}. + +The expected time to absorption @math{{\bf L}_\tau(\infty)} is defined as +the solution of the following equation: + +@iftex +@tex +$$ {\bf L}_\tau(\infty){\bf Q}_\tau = -{\bf \pi}_\tau(0) $$ +@end tex +@end iftex +@ifnottex +@example +@group +L_T( inf ) Q_T = -pi_T(0) +@end group +@end example +@end ifnottex + @GETHELP{ctmc_exps} @noindent @strong{EXAMPLE} @@ -621,32 +648,6 @@ @node Mean time to absorption (CTMC) @subsection Mean Time to Absorption -If we consider a Markov Chain with absorbing states, it is possible to -define the @emph{expected time to absorption} as the expected time -until the system goes into an absorbing state. More specifically, let -us suppose that @math{A} is the set of transient (i.e., non-absorbing) -states of a CTMC with @math{N} states and infinitesimal generator -matrix @math{\bf Q}. The expected time to absorption @math{{\bf -L}_A(\infty)} is defined as the solution of the following equation: - -@iftex -@tex -$$ {\bf L}_A(\infty){\bf Q}_A = -{\bf \pi}_A(0) $$ -@end tex -@end iftex -@ifnottex -@example -@group -L_A( inf ) Q_A = -pi_A(0) -@end group -@end example -@end ifnottex - -@noindent where @math{{\bf Q}_A} is the restriction of matrix @math{\bf Q} to -only states in @math{A}, and @math{{\bf \pi}_A(0)} is the initial -state occupancy probability at time 0, restricted to states in -@math{A}. - @GETHELP{ctmc_mtta} @noindent @strong{EXAMPLE} Modified: trunk/octave-forge/main/queueing/inst/ctmc_exps.m =================================================================== --- trunk/octave-forge/main/queueing/inst/ctmc_exps.m 2012-04-22 08:37:24 UTC (rev 10309) +++ trunk/octave-forge/main/queueing/inst/ctmc_exps.m 2012-04-22 13:55:38 UTC (rev 10310) @@ -24,10 +24,10 @@ ## @cindex Expected sojourn time ## ## With three arguments, compute the expected times @code{@var{L}(i)} -## spent in each state @math{i} during the time interval -## @math{[0,t]}, assuming that the state occupancy probabilities -## at time 0 are @var{p}. With two arguments, compute the expected time -## @code{@var{L}(i)} spent in each state @math{i} until absorption. +## spent in each state @math{i} during the time interval @math{[0,t]}, +## assuming that the initial occupancy vector is @var{p}. With two +## arguments, compute the expected time @code{@var{L}(i)} spent in each +## transient state @math{i} until absorption. ## ## @strong{INPUTS} ## @@ -57,9 +57,9 @@ ## If this function is called with three arguments, @code{@var{L}(i)} is ## the expected time spent in state @math{i} during the interval ## @math{[0,t]}. If this function is called with two arguments -## @code{@var{L}(i)} is either the expected time spent in state @math{i} -## until absorption (if @math{i} is a transient state), or zero (if -## @var{i} is an absorbing state). +## @code{@var{L}(i)} is the expected time spent in transient state +## @math{i} until absorption; if state @math{i} is absorbing, +## @code{@var{L}(i)} is zero. ## ## @end table ## This was sent by the SourceForge.net collaborative development platform, the world's largest Open Source development site. |