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Continuous-Time Markov Models

  • V. G. Kulkarni
Chapter
Part of the Springer Texts in Statistics book series (STS)

Abstract

In this chapter, we consider a system that is observed continuously, with X(t) being the state at time t, t ≥0. Following the definition of DTMCs, we define continuoustime Markov chains (CTMCs) below.

Keywords

Sojourn Time Rate Matrix Computational Problem Transition Probability Matrix Repair Time 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Department of Statistics and Operations ResearchUniversity of North CarolinaChapel HillUSA

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