Encyclopedia of Operations Research and Management Science

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

Chapman-kolmogorov equations

Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_109
In a parameter-homogeneous Markov chain {X(t)} with state space S, define pij (t) as the probability that X(t + s) = j, given that X(s) = i for s, t ≥ 0. Then, for all states i, j and index parameters s, t ≥ 0,
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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