Author: John N. Daigle
Short Description:
A system is modeled using continuous time Markov chains, and stationary probabilities, which are time averages, are calculated. The results are then incorrectly used to specify frequency averages, that is, the proportions of transitions into the various states. A common example is blocking probability, which is a frequency average. In order to obtain the equilibrium proportion of visits to the states, the rates into individual states must be obtained and then scaled by the sum of the rates into all states.
Keywords:
Markov chains
Time averages
Frequency averages
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