. "On the Total Reward Variance for Continuous-Time Markov Reward Chains" . . "Journal of Applied Probability" . . "490521" . "4" . . . . "On the Total Reward Variance for Continuous-Time Markov Reward Chains"@en . . "9"^^ . . . "RIV/67985556:_____/06:00079739" . "As an extension of the discrete-time case, this note investigates the variance of the total cumulative reward for continuous-time Markov reward chains with finite state spaces. The results correspond to discrete-time results. In particular, the variance growth rate is shown to be asymptotically linear in time. Expressions are provided to compute this growth rate."@en . "1044;1052" . . "1"^^ . "Sladk\u00FD, Karel" . "[079A0A380F3A]" . . . "2"^^ . "V pr\u00E1ci se studuje rozptyl celk\u00E9ho kumulativn\u00EDho v\u00FDnosu ve spojit\u00FDch markovsk\u00FDch procesech s ohodnocen\u00EDmi a kone\u010Dn\u00FDm stavov\u00FDm prostorem. Dosa\u017Een\u00E9 v\u00FDsledky dob\u0159e odpov\u00EDdaj\u00EDc\u00ED poznatk\u016Fm pro modely s diskr\u00E9tn\u00EDm \u010Dasem, r\u016Fst rozptylu celkov\u00E9ho v\u00FDnosu je v \u010Dase asymptoticky line\u00E1rn\u00ED. Jsou uvedeny vzorce pro v\u00FDpo\u010Det m\u00EDry r\u016Fstu celkov\u00E9ho rozptylu."@cs . . "As an extension of the discrete-time case, this note investigates the variance of the total cumulative reward for continuous-time Markov reward chains with finite state spaces. The results correspond to discrete-time results. In particular, the variance growth rate is shown to be asymptotically linear in time. Expressions are provided to compute this growth rate." . . . "van Dijk, N. M." . "GB - Spojen\u00E9 kr\u00E1lovstv\u00ED Velk\u00E9 Brit\u00E1nie a Severn\u00EDho Irska" . "On the Total Reward Variance for Continuous-Time Markov Reward Chains" . . "O rozptylu celkov\u00E9ho v\u00FDnosu ve spojit\u00FDch markovsk\u00FDch procesech s ohodnocen\u00ED"@cs . "43" . "0021-9002" . . "continuous-time Markov reward chain; variance of cumulative reward; asymptotic behaviour; uniformization"@en . . "On the Total Reward Variance for Continuous-Time Markov Reward Chains"@en . "P(GA402/04/1294), P(GA402/05/0115), Z(AV0Z10750506)" . "O rozptylu celkov\u00E9ho v\u00FDnosu ve spojit\u00FDch markovsk\u00FDch procesech s ohodnocen\u00ED"@cs . "RIV/67985556:_____/06:00079739!RIV07-AV0-67985556" . .