Integrals for continuous-time Markov chains
| Contribuinte(s) |
M. A. Savageau |
|---|---|
| Data(s) |
01/02/2002
|
| Resumo |
This paper presents a method of evaluating the expected value of a path integral for a general Markov chain on a countable state space. We illustrate the method with reference to several models, including birth-death processes and the birth, death and catastrophe process. (C) 2002 Elsevier Science Inc. All rights reserved. |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Elsevier |
| Palavras-Chave | #Mathematics, Interdisciplinary Applications #Biology #Birth-death Processes #Catastrophe Processes #Potential Theory #Path Integrals #Hitting Times #Birth #Death #Mathematical & Computational Biology #C1 #230202 Stochastic Analysis and Modelling #780101 Mathematical sciences |
| Tipo |
Journal Article |
