DETERMINING PROBABILITY STATE VECTOR

Determining Probability State Vector



Determining Probability State Vector

4.2.3 Determining Probability State Vector

Because of the piece-wise time reliant inter-arrival time of a Cm(t)(t)/Ck/s lining up form, we can compose the transition matrix  as granted in formula (4.18)

(4.18)

The stable state probabilities may not live because the transition rate matrix changes. Nonetheless, we would like to assessment certain mean assesses founded upon the probabilities of each state over time horizon. Letbe an assessment founded upon the state likelihood vector, and letbe the mean of the assessment over time granted by formula (4.19).

(4.19)

Many benchmark lining up form assesses are linear with esteem to the state likelihood vector, accordingly, it is adequate to assess the mean state likelihood vectorfor each time period and assess an mean assess with formula (4.20).

(4.20)

In this part, we will talk about how to calculatefor each time period. Equation (4.21) displays how to assess the state likelihood vector over time, which can be incorporated numerically utilising the numbers solver software.

(4.21)

At a granted time, an adequately little  and  represent likelihood state vectors of two distinct state spaces which lead to a important assessment complication. Consequently, we redefine  by two distinct vectors. For each time  let  and  be the state likelihood vectors at time in state spaces affiliated with time span and, respectively. We then redefineand as and to farther identify notation, as shown in formula (4.22).

(4.22)

An algorithm to assess the likelihood vector for each time periodis granted by the next steps.

Step 1: Let  and suppose  is given.

Step 2: Find  and using integration.

Step 3: If, then task  into the state space of time span  to find  and proceed to step 2.

The algorithm supposes that  is granted even though such a state vector may not have existed. We implicitly presumed that  might be some time very early in the forenoon before most planes ...