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Invariant-measure transfer between a jump chain and a CTMC
...
Area of mathematics
Probability and statistics
Probability theory
Markov chain
Continuous-time Markov chain
Jump chain
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Words: 74
Articles: 2
For holding rates
q
i
, a measure
π
satisfies
π
Q
=
0
exactly when
μ
i
=
q
i
π
i
is invariant for the jump chain. Thus
π
i
=
μ
i
/
q
i
when normalization is possible.
Table of contents
74
2
Slow holding rates destroy positive recurrence
Invariant-measure transfer between a jump chain and a CTMC
30
Fast holding rates create continuous-time positive recurrence
Invariant-measure transfer between a jump chain and a CTMC
18
Ancestors
(8)
Jump chain
Continuous-time Markov chain
Markov chain
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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