Vaughan, Timothy S. - In: Management Science 36 (1990) 8, pp. 919-927
The problem addressed is that of a condensed steady-state solution for the Markov Chain (X(t), S(t)). The steady state marginal distribution of S(t) is known; we desire only the steady state marginal distribution of X(t). Such a case frequently arises when the supplementary random variable S(t)...