Codex Wiki
OurBigBook.com
Site
Source code
Transition semigroup of a continuous-time Markov chain
(
P
(
t
)
)
...
Mathematics
Area of mathematics
Probability and statistics
Probability theory
Markov chain
Continuous-time Markov chain
OurBigBook.com
Words: 38
Articles: 1
For a
continuous-time Markov chain
,
P
ij
(
t
)
=
P
i
(
X
t
=
j
)
and the matrices satisfy
P
(
s
+
t
)
=
P
(
s
)
P
(
t
)
. On a finite state space with
Q-matrix
Q
,
P
(
t
)
=
e
tQ
.
Table of contents
38
1
Kolmogorov equations
Transition semigroup of a continuous-time Markov chain
17
Ancestors
(7)
Continuous-time Markov chain
Markov chain
Probability theory
Probability and statistics
Area of mathematics
Mathematics
Home
Incoming links
(1)
Solution