Continuous-time Markov chains
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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.
KeywordsMarkov Chain Infinitesimal Transition Matrix Countable State Space Forward Kolmogorov Equation Absorbing State
- 2.2. Liggett, T.M.: Continuos-time Markov processes: an introduction, American Mathematical Soc. (2010)Google Scholar