Abstract
Let (p ij ) be a standard transition matrix. The derivatives at zero of the p ij established in the preceding section are of basic importance in the study of the associated Markov chain. The following notation so will be used throughout the rest of this monograph:
foil Occasionally the notation q ii =−q i will also be used; the matrix will then be called the Q-matrix of the matrix
will then be called the Q-matrix of the matrix(p ij ).
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© 1960 Springer-Verlag OHG. Berlin · Göttingen · Heidelberg
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Chung, K.L. (1960). Differentiability. In: Markov Chains with Stationary Transition Probabilities. Die Grundlehren der Mathematischen Wissenschaften, vol 104. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-49686-8_20
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DOI: https://doi.org/10.1007/978-3-642-49686-8_20
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-49408-6
Online ISBN: 978-3-642-49686-8
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