Darroch, J.N. and Morris, K.W. (1968) Passage-Time Generating Functions for Continuous-Time Finite Markov Chains. Journal of Applied Probability, 5, 414-426.
https://doi.org/10.2307/3212262

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.