Path integrals for continuous-time Markov chains
| Contribuinte(s) |
C. C. Heyde |
|---|---|
| Data(s) |
01/12/2002
|
| Resumo |
This note presents a method of evaluating the distribution of a path integral for Markov chains on a countable state space. |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Applied Probability Trust |
| Palavras-Chave | #Statistics & Probability #Hitting Times #Extinction Times #Population Processes #Death Processes #C1 #230202 Stochastic Analysis and Modelling #780101 Mathematical sciences |
| Tipo |
Journal Article |
