Continuous-time Markov chains

  • Mimmo Iannelli
  • Andrea Pugliese
Part of the UNITEXT book series (UNITEXT, volume 79)


We present here a short summary of the parts of the theory of Markov processes with countable state space that is used in the chapters describing stochastic models of populations. The presentation will be restricted to Markov process that are generated by an infinitesimal transition matrix, as discussed below.


Markov Chain Infinitesimal Transition Matrix Countable State Space Forward Kolmogorov Equation Absorbing State 
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Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  • Mimmo Iannelli
    • 1
  • Andrea Pugliese
    • 1
  1. 1.Department of MathematicsUniversity of TrentoItaly

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