About this document
Continuous Time Markov Chains Overview by crown212 is a document available to read on EtoBox.
This document discusses continuous time Markov chains, specifically pure birth processes where the state space is the non-negative integers. It defines the transition probability function for a Markov process and describes how infinitesimal probabilities can be postulated and used to derive a system of differential equations for the transition probabilities over time. As an introduction, it briefly reviews the defining properties of a Poisson process, which is the prototypical pure birth process - that the
- Author
- crown212
- Language
- EN