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Hsia, W.S. (1976) The Joint Probability Density Function of the Occupation Time of a Three-State Problem. Journal of Applied Probability, 13, 57-64.
https://doi.org/10.2307/3212665

has been cited by the following article:

• TITLE: An Infinite Series Expression for the Joint Probability Density Function of OccupationTimes in a Three-State Markov Chain

  AUTHORS: James Evans, Andrzej Korzeniowski

  KEYWORDS: Occupation Times, Markov Chains, Moment Generating Functions, Probability Density Function

  JOURNAL NAME: Advances in Pure Mathematics, Vol.15 No.11, November 18, 2025

  ABSTRACT: We obtain an infinite series expression for the joint probability density function of occupation times in a Three-State Markov chain. By extending the identity given by Darroch, we demonstrate that Pedler’s technique of employing moment generating functions can be applied to the three-state case as well.