• Corpus ID: 249926702

Analysis of sojourn time distributions for semi-Markov models

  title={Analysis of sojourn time distributions for semi-Markov models},
  author={Kelli Francis-Staite and Langford White},
This report aims to characterise certain sojourn time distributions that naturally arise from semi-Markov models. To this end, it describes a family of discrete distributions that extend the geometric distribution for both finite and infinite time. We show formulae for the moment generating functions and the mean and variance, and give specific examples. We consider specific parametrised subfamilies; the linear factor model and simple polynomial factor models. We numerically simulate drawing… 



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