1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88
|
## Copyright (C) 2012, 2014, 2016, 2018 Moreno Marzolla
##
## This file is part of the queueing toolbox.
##
## The queueing toolbox is free software: you can redistribute it and/or
## modify it under the terms of the GNU General Public License as
## published by the Free Software Foundation, either version 3 of the
## License, or (at your option) any later version.
##
## The queueing toolbox is distributed in the hope that it will be
## useful, but WITHOUT ANY WARRANTY; without even the implied warranty
## of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with the queueing toolbox. If not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
##
## @deftypefn {Function File} {@var{M} =} dtmctaexps (@var{P}, @var{n}, @var{p0})
## @deftypefnx {Function File} {@var{M} =} dtmctaexps (@var{P}, @var{p0})
##
## @cindex time-alveraged sojourn time, DTMC
## @cindex discrete time Markov chain
## @cindex Markov chain, discrete time
## @cindex DTMC
##
## Compute the @emph{time-averaged sojourn times} @code{@var{M}(i)},
## defined as the fraction of time spent in state @math{i} during the
## first @math{n} transitions (or until absorption), assuming that the
## state occupancy probabilities at time 0 are @var{p0}.
##
## @strong{INPUTS}
##
## @table @code
##
## @item @var{P}(i,j)
## @math{N \times N} transition probability matrix.
##
## @item @var{n}
## Number of transitions during which the time-averaged expected sojourn times
## are computed (scalar, @math{@var{n} @geq{} 0}). if @math{@var{n} = 0},
## returns @var{p0}.
##
## @item @var{p0}(i)
## Initial state occupancy probabilities (vector of length @math{N}).
##
## @end table
##
## @strong{OUTPUTS}
##
## @table @code
##
## @item @var{M}(i)
## If this function is called with three arguments, @code{@var{M}(i)} is
## the expected fraction of steps @math{@{0, @dots{}, n@}} spent in
## state @math{i}, assuming that the state occupancy probabilities at
## time zero are @var{p0}. If this function is called with two
## arguments, @code{@var{M}(i)} is the expected fraction of steps spent
## in state @math{i} until absorption. @var{M} is a vector of length
## @math{N}.
##
## @end table
##
## @seealso{dtmcexps}
##
## @end deftypefn
## Author: Moreno Marzolla <moreno.marzolla(at)unibo.it>
## Web: http://www.moreno.marzolla.name/
function M = dtmctaexps( P, varargin )
persistent epsilon = 10*eps;
if ( nargin < 2 || nargin > 3 )
print_usage();
endif
L = dtmcexps(P,varargin{:});
M = L ./ sum(L);
endfunction
%!test
%! P = dtmcbd([1 1 1 1], [0 0 0 0]);
%! p0 = [1 0 0 0 0];
%! L = dtmctaexps(P,p0);
%! assert( L, [.25 .25 .25 .25 0], 10*eps );
|