Finite Continuous Time Markov Chains
Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 1, pp. 110-115
Cet article a éte moissonné depuis la source Math-Net.Ru
In a recent book by the authors (see footnote on page 101) a systematic method was developed for computing the basic descriptive quantities of finite Markov chains. Matrix expressions were obtained for these quantities in terms of certain basic matrices, easily obtainable from the transition matrix. In this note, corresponding expressions are given for the basic quantities for finite continuous time chains.
@article{TVP_1961_6_1_a11,
author = {J. G. Kemeny and J. L. Snell},
title = {Finite {Continuous} {Time} {Markov} {Chains}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {110--115},
year = {1961},
volume = {6},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a11/}
}
J. G. Kemeny; J. L. Snell. Finite Continuous Time Markov Chains. Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 1, pp. 110-115. http://geodesic.mathdoc.fr/item/TVP_1961_6_1_a11/