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Infinisimal Generator in Markov Chains by JOSE MIGUEL RIVERA HUINCHO is a document available to read on EtoBox.
What is Infinisimal Generator in Markov Chains about?
This document discusses continuous time Markov chains. It defines key concepts like jump times, holding times, and explosion time. It then introduces the infinitesimal generator and shows how it characterizes the transition probabilities of the chain. The summary defines the requirements of a continuous time Markov chain and introduces the infinitesimal generator.
- Author
- JOSE MIGUEL RIVERA HUINCHO
- Language
- EN