Encyclopedia of Operations Research and Management Science

2001 Edition
| Editors: Saul I. Gass, Carl M. Harris


Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_1060

A function describing the transition probabilities of a Markov process X(t) into a subset A of the state space as p(s, x; t, A) = Pr{X(t) ∈ A|X(s) = x}. Markov chains; Markov processes.

Copyright information

© Kluwer Academic Publishers 2001

Authors and Affiliations

  1. 1.Robert H. Smith School of BusinessUniversity of MarylandCollege PartUSA
  2. 2.School of Information Technology & EngineeringGeorge Mason UniversityFairfaxUSA