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Q-matrix
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Mathematics
Area of mathematics
Probability and statistics
Probability theory
Markov chain
Continuous-time Markov chain
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Words: 22
A Q-matrix has nonnegative off-diagonal entries and row sums zero. Its diagonal entry is the negative total rate out of the state.
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Continuous-time Markov chain
Markov chain
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Kolmogorov equations
Solution
Transition semigroup of a continuous-time Markov chain