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Talk:Continuous-time Markov chain

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facts ... let's have at least a section number, but better a page(range) for each definition and important result. But rather than just using a single notation, I think there are books that switch from the present defintion for scalar rates to switch the sign when needed for a "matrix". And also recall the need to make things consistent for other articles that use transition rate and transition matrix.
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formulae need to use the other convention or a different notation. Is someone able to give a proper citation for a source (or sources) that definitely do use a single convention for defining the required rates and matrices? I did hide some text that looked definitely wrong with the convention stated.
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contain a section titled "Historical notes" (p.52) where a quote from Youschkevitch suggests Markov's own work was limited to the discrete case ("For him the only real examples of the chains were literary texts, where the two states denoted the vowels and consonants"), but I haven't made any further
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The example given in the article, describing a three-state space consisting of {Bull Market, Bear Market, Recession}, seems rather strange. In their ordinary meaning, the "Recession" state is not mutually distinct from the other two. It is certainly possible to have a Recession during a Bull Market
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This is incorrect. Markov chains can have a non-discrete state space. However the word "chain" is often reserved for discrete time! A search in google scholar of "continuous time markov chain" yields one third of the result compared to "continuous time markov process". The article should definitely
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There are two problems: (i) to get a consistent formulation here for "Continuous time Markov process", and (ii) to provide definition, used in other articles and linked through to here, for "transition rate" and "transition rate matrix" where these would need to be of the "usual" form. It would be
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There is no good reason (as discussed below) to stick to the present convention, except the need to have a good source for inline citations for the various results that are quoted. A bald "reference" to a complete book at the end of an article is hardly helpful to anyone hoping to check particular
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The one inline citation given uses the sign convention as in the start of this article and has formulae agreeing with some of those here (at present), but a lot of the others don't appear. Some edits and reversion indicate that there may be more than one convention around, and it may be that some
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Good catch. When I wrote the EMC section, I hadn't heard that referred to as a "jump process" before, but from a quick search of papers, they look like they're used at least somewhat interchangeably, so I merged the two sections. I'm not familiar with the recent literature or subtleties between
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notation, but rather a separate variable instead. The only notable exceptions that springs to mind are econophysics and computational finance (also tangentially related to my work) -- I've seen both notations used there, which may be due to the number of physicists in the field. I lean toward
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When I initially contributed to this article, I used the Stewart reference (currently at the bottom). If I recall correctly, he consistently uses a single convention for CTMCs throughout. Note that the convention for DTMCs and CTMCs is different by definition (at least as far as I am aware).
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It shouldn't. I've changed it. I think some people may reserve the word "chain" for processes with discrete state spaces and this article may at some point have been moved from "continuous-time Markov chain". (Check the edit history, maybe?)
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which seems like an instructive path (for a rusty physicist like me at least) to understand the origin of this nice result. As I said, I am rusty, and I think I may have swapped columns and rows in the state rate matrix, in which case
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Somewhat in line with the original concern in this thread I have a concern about the adding of all transition probabilities to give one. I do not have the original Parzen reference cited here, but it occurs pretty obvious to me
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for a few examples. The elements in CTMCs are rates, not probabilities, and the diagonal elements are sort of an inflow to balance the outflow (maybe not the best way to think about it, but it's one analogy).
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is just because I am a physicist thenΒ :-). As I understand the theory, it does not have to be continuous with time. It could be continuous with some other variable. On the other hand the name of the article is
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be renamed! The name chain does not make sense for something that moves in continuous time on a contiuous space. To call a poisson-process a chain would be ok but a brownian motion is not a chain of events.
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article is presently (except possibly in the lead) only about discrete-time and discrete-space. The present version of this article is only about continuous-time discrete-space. And the present version of
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The state space is still assumed to be discrete in the article. A Markov process on a discrete space is generally referred to as a Markov chain. The more general definition should be given here. --
3190: 626: 135: 1117: 1556: 726:. there's a comment in the main text explaining "no minus sign here if 1-qh in conditional prob above, as the q must be positive", which I believe to be correct (see also later where there's 545: 899: 724: 240: 2233:. I was wondering if it would not be relevant to mention this for the important homogeneous case and perhaps also mention how one could do that matrix exponential as function of time? 2170: 834: 2690: 476:
I dont know definition of conservative Q matrix, but the equation seems to be wrong, because it implies negative probabilties. maybe there is missing 1 and it should look like
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This looks wrong to me. In the example, 3 is the product of 6 and 1/2, with 6 being the rate rather the holding time (which is a random variable with a mean of 1/rate).
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good to give several different citation that agree on a defintion for these things (or possibly introduce an auxiliary matrix with negative values on the diagonal).
2772: 400:. A possibility is to rename the present version of this article to sometime like "continuous time Markov chain" or "Markov chain (continuous time)" and to expand 3332:
Each non-diagonal value can be computed as the product of the original state's holding time with the probability from the jump chain of moving to the given state.
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or Bear Market. It would be better to define the three-state space as {Bull Market, Bear Market, Stagnant Market} or {Bull Market, Bear Market, Mixed Market}. β€”
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I would make that change myself, but it requires re-drawing the figure, and I don't have an easy way to do that. Incidentally, the figure also violates the
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It seems to me that the terms "jump process" and "embedded Markov chain" relate to the same things; maybe the corresponding paragraphs should be merged?
230: 3384: 1874: 901:; this is the convention I've seen in recent papers I've read on markov processes. Is there a good reason to stick with the convention used here? 643:
The diagonal of the Q matrix is supposed to be negative for CTMCs, and the formula you were questioning is, in fact, correct in the article. See
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You are correct. It should also be the expected holding time, rather than the holding time (which is a random variable). I've just fixed this.
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are given as zero, but the second definition will have them as 1. I believe the first definition is correct, so we want instead that
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these two terms, so if anyone knows of any subtle differences between EMC and jump process, please edit accordingly. I see that
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And there is no simple elementwise expression, which is the source of complexity of calculating these. So it seems wrong...
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In the section about Embedded Markov chains, there seems to be a discrepancy between the definition given in terms of
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in this case represents two different variables, not a difference equation. Also, to the best of my knowledge,
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I'm not exactly in OR either, but my research touches on it on occasion. I don't tend to see much use of the
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refers to a finance term, but it doesn't sound like it's the same as what is discussed in this article.
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is the transition probability matrix of the EMC, we should be trying to find the stationary states of
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is a small step in time. A little later, when writing down the differential equation, we also meet
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for that content in the latter page, and it must not be deleted as long as the latter page exists.
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on Knowledge. If you would like to participate, please visit the project page, where you can join
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guideline that says "Numbers between βˆ’1 and +1 require a leading zero (0.02, not .02)". β€”
2751: 2370:{\displaystyle {\boldsymbol {\Pi }}(t)=\mathbf {U} \exp(\mathbf {D} t)\mathbf {U} ^{-1}} 2692:, which also makes more sense in the following lines when we try to find the kernel of 1615: 405: 401: 393: 2731: 2134:
should be a row vector instead and multiplied from the left, but with the same result.
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but seem to be suffering some awkward font issues. I'm unsure why at the moment.
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I just noticed that there's a similar example for the discrete-time case in the
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seems like too much abuse of notation for a math article, especially because
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Yep, you are right, it is incorrect. I have taken it out of the article.
2296:{\displaystyle \mathbf {Q} t=\mathbf {U} (\mathbf {D} t)\mathbf {U} ^{-1}} 2789:
Note: I have not checked to see if this change affects the definition of
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not be easier to understand, or is that just because I am a physicist? --
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Is that not correct, or am I just very tired and in an unfamiliar domain?
2460: 1434:{\displaystyle \Pr(X(t+h)=i|X(t)=i)=1-\sum _{i\neq j}q_{ij}h+o(h),\,} 3281:{\displaystyle P(t)=\sum _{k=0}^{\infty }{\frac {t^{k}Q^{k}}{k!}}.} 644: 1272:{\displaystyle \Pr(X(t+h)=j|X(t)=i)=\delta _{ij}+q_{ij}h+o(h),\,} 396:
only has definitions suitable for discrete-space; similarly for
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for the steady states of the discrete time Markov process. If
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This is something that needs to be sorted out properly. The
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You're right about getting zeroes being correct, but need
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Thanks for these suggestions, I've now updated the image,
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http://www.encyclopediaofmath.org/index.php/Markov_process
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I also personally find it notationally confusing to use
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Strange example: {Bull Market, Bear Market, Recession}
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to properly cover continous-(multivariate)-space. Or
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Markov process, and it is explicitly mentioned that
621:{\displaystyle q_{ii}=-q_{i}=-\sum _{j\neq i}q_{ij}} 201:, a collaborative effort to improve the coverage of 96:, a collaborative effort to improve the coverage of 3280: 3184: 3091: 2964: 2868: 2766: 2740: 2716: 2684: 2635:. In the first definition, the diagonal values of 2627: 2580: 2413:Seems relevant to me. I'd vote for including it. 2369: 2295: 2225: 2164: 2115: 2050: 1945: 1858: 1822: 1781: 1752: 1728: 1689: 1627: 1604: 1550: 1433: 1271: 1111: 893: 828: 761: 718: 620: 539: 461:It would be nice to have citations for this page. 1112:{\displaystyle \Pr(X(t+h)=j|X(t)=i)=q_{ij}h+o(h)} 2793:on the following line. This should be verified. 2137:This is triggered by a question I raised at the 1486: 1314: 1158: 1019: 2896:Can anyone shed light on the history of CTMCs? 1551:{\displaystyle \sum _{j}\Pr(X(t+h)=j|X(t)=i)=1} 540:{\displaystyle q_{ii}=1-\sum _{j\neq i}q_{ij},} 3195:By definition of matrix exponential, however: 2062:and by dividing this difference equation with 1455:In order to have the probablities add up to 1 894:{\displaystyle q_{ii}=-\sum _{j\neq i}q_{ij}} 719:{\displaystyle q_{ii}=\sum _{j\neq i}q_{ij}.} 8: 408:could be a simple overview with pointers to 1793:was correct about the missing assumption. 1671:Probably yes. I have now explicitly added 260: 147: 58: 3258: 3248: 3241: 3235: 3224: 3203: 3165: 3157: 3141: 3116: 3110: 3072: 3064: 3054: 3047: 3041: 3030: 3014: 2989: 2983: 2953: 2932: 2854: 2814: 2774:. I have gone ahead and made this change. 2753: 2733: 2697: 2664: 2659: 2644: 2613: 2608: 2593: 2569: 2563: 2358: 2353: 2341: 2327: 2310: 2308: 2284: 2279: 2267: 2259: 2248: 2246: 2212: 2186: 2184: 2148: 2146: 2108: 2100: 2081: 2075: 2073: 2066:you get the matrix differential equation 2028: 2020: 2003: 1977: 1969: 1964: 1929: 1915: 1907: 1878: 1876: 1848: 1812: 1765: 1742: 1737:keeping the notation as-is because using 1718: 1697:after the formula to make it explicit. -- 1676: 1657:. Such assumptions should not be tacit. 1617: 1594: 1516: 1480: 1474: 1399: 1383: 1344: 1312: 1237: 1221: 1188: 1156: 1082: 1049: 1017: 882: 866: 847: 841: 805: 778: 745: 737: 731: 704: 688: 672: 666: 609: 593: 577: 558: 552: 525: 509: 487: 481: 328:Why should the state space be discrete?? 267:Text and/or other creative content from 2241:(is it always diagonalizable?) as then 2165:{\displaystyle {\boldsymbol {\Pi }}(t)} 1429: 1267: 149: 60: 30: 2530:Well spotted, I've updated that too. 1807:I guess my notational preference for 304:Undo the name change, see this page: 7: 195:This article is within the scope of 90:This article is within the scope of 2876:to get them. I'll change this now. 1649:Maybe someone was tacitly assuming 661:This line has been changed back to 49:It is of interest to the following 18:Talk:Continuous-time Markov process 3380:Mid-importance Statistics articles 3236: 3042: 2172:for the homogeneous case with lag 2088: 2078: 1850: 1814: 1773: 1744: 1720: 1596: 25: 3395:Mid-priority mathematics articles 829:{\displaystyle p(t+h)=e^{Qh}p(t)} 773:to have a transition matrix s.t. 215:Knowledge:WikiProject Mathematics 2920:Formula for P(t) seems incorrect 2685:{\displaystyle S=-D_{Q}^{-1}Q-I} 2354: 2342: 2328: 2311: 2280: 2268: 2260: 2249: 2213: 2187: 2149: 2109: 2101: 2082: 2029: 2021: 2004: 1978: 1970: 1930: 1916: 1908: 1879: 218:Template:WikiProject Mathematics 182: 172: 151: 110:Knowledge:WikiProject Statistics 83: 62: 31: 3385:WikiProject Statistics articles 235:This article has been rated as 130:This article has been rated as 113:Template:WikiProject Statistics 3214: 3208: 3131: 3125: 3004: 2998: 2943: 2937: 2846: 2840: 2711: 2699: 2628:{\displaystyle S=-D_{Q}^{-1}Q} 2498:It looks good to me! Thanks. β€” 2349: 2338: 2321: 2315: 2275: 2264: 2220: 2209: 2197: 2191: 2159: 2153: 2039: 2033: 2014: 2008: 1997: 1982: 1940: 1934: 1926: 1904: 1898: 1883: 1539: 1530: 1524: 1517: 1507: 1495: 1489: 1423: 1417: 1367: 1358: 1352: 1345: 1335: 1323: 1317: 1261: 1255: 1211: 1202: 1196: 1189: 1179: 1167: 1161: 1106: 1100: 1072: 1063: 1057: 1050: 1040: 1028: 1022: 823: 817: 795: 783: 1: 3360:12:20, 8 September 2022 (UTC) 3345:19:59, 6 September 2022 (UTC) 3327:Rate instead of holding time. 3321:19:02, 28 December 2013 (UTC) 209:and see a list of open tasks. 104:and see a list of open tasks. 3390:C-Class mathematics articles 2381:as a simple matrix product?) 985:10:00, 21 January 2010 (UTC) 970:05:24, 21 January 2010 (UTC) 954:10:45, 20 January 2010 (UTC) 762:{\displaystyle e^{-q_{ii}r}} 279:Continuous-time Markov chain 3375:C-Class Statistics articles 2965:{\displaystyle P(t)=e^{tQ}} 2391:) 07:31, 2 July 2010 (UTC) 657:23:04, 17 August 2008 (UTC) 638:15:23, 17 August 2008 (UTC) 422:10:48, 5 January 2010 (UTC) 375:02:01, 5 January 2010 (UTC) 3411: 2139:Mathematics Reference Desk 1859:{\displaystyle \partial t} 1782:{\displaystyle t+\Delta t} 1133:Should have an additional 451:17:01, 26 April 2007 (UTC) 436:13:48, 25 April 2007 (UTC) 3301:14:10, 21 July 2013 (UTC) 2975:has elements of the form 2915:11:06, 10 June 2013 (UTC) 2902:Markov Chain course notes 2398:is not diagonalizable. -- 1645:22:14, 30 June 2010 (UTC) 934:16:11, 7 April 2010 (UTC) 911:15:22, 7 April 2010 (UTC) 836:, which is only valid if 471:20:51, 9 March 2008 (UTC) 344:03:25, 4 March 2007 (UTC) 333:01:50, 4 March 2007 (UTC) 323:06:07, 6 April 2013 (UTC) 277:was copied or moved into 234: 167: 129: 78: 57: 2886:11:59, 4 June 2013 (UTC) 2803:21:04, 3 June 2013 (UTC) 2784:21:02, 3 June 2013 (UTC) 2540:23:10, 30 May 2013 (UTC) 2526:22:33, 30 May 2013 (UTC) 2508:22:29, 30 May 2013 (UTC) 2494:21:53, 30 May 2013 (UTC) 2473:20:12, 30 May 2013 (UTC) 2454:20:03, 30 May 2013 (UTC) 2423:16:47, 2 July 2010 (UTC) 2408:10:08, 2 July 2010 (UTC) 1823:{\displaystyle \Delta t} 1803:04:12, 2 July 2010 (UTC) 1753:{\displaystyle \Delta t} 1729:{\displaystyle \Delta t} 1707:12:00, 1 July 2010 (UTC) 1667:04:49, 1 July 2010 (UTC) 1605:{\displaystyle \Delta t} 241:project's priority scale 2483:I haven't had problems. 1690:{\displaystyle i\neq j} 198:WikiProject Mathematics 3282: 3240: 3186: 3093: 3046: 2966: 2870: 2768: 2742: 2718: 2686: 2629: 2582: 2581:{\displaystyle s_{ij}} 2554:Discrepancy correction 2371: 2297: 2227: 2166: 2117: 2052: 1947: 1860: 1824: 1783: 1754: 1730: 1691: 1629: 1606: 1589:as a time step. Would 1552: 1435: 1273: 1113: 895: 830: 763: 720: 622: 541: 93:WikiProject Statistics 39:This article is rated 3283: 3220: 3187: 3094: 3026: 2967: 2871: 2769: 2743: 2719: 2717:{\displaystyle (S-I)} 2687: 2630: 2583: 2372: 2298: 2228: 2167: 2118: 2053: 1948: 1861: 1825: 1784: 1755: 1731: 1692: 1630: 1607: 1553: 1436: 1274: 1114: 896: 831: 764: 721: 623: 542: 3202: 3109: 2982: 2931: 2813: 2752: 2732: 2696: 2643: 2592: 2562: 2307: 2245: 2183: 2145: 2072: 1963: 1875: 1847: 1811: 1764: 1741: 1717: 1675: 1616: 1593: 1473: 1311: 1155: 1016: 840: 777: 730: 665: 551: 480: 285:. The former page's 221:mathematics articles 3077: 2924:It is written that 2767:{\displaystyle S-I} 2672: 2621: 291:provide attribution 116:Statistics articles 3278: 3182: 3089: 3060: 2962: 2866: 2764: 2738: 2714: 2682: 2655: 2625: 2604: 2578: 2367: 2293: 2223: 2178:matrix exponential 2162: 2113: 2048: 1943: 1856: 1820: 1779: 1750: 1726: 1687: 1628:{\displaystyle dt} 1625: 1612:or a differential 1602: 1548: 1485: 1431: 1430: 1394: 1269: 1268: 1109: 891: 877: 826: 759: 716: 699: 618: 604: 537: 520: 190:Mathematics portal 45:content assessment 3311:comment added by 3273: 3087: 2741:{\displaystyle S} 2410: 2176:will be just the 2095: 1476: 1379: 862: 684: 589: 505: 313:comment added by 297: 296: 255: 254: 251: 250: 247: 246: 146: 145: 142: 141: 16:(Redirected from 3402: 3323: 3287: 3285: 3284: 3279: 3274: 3272: 3264: 3263: 3262: 3253: 3252: 3242: 3239: 3234: 3191: 3189: 3188: 3183: 3175: 3174: 3173: 3172: 3149: 3148: 3124: 3123: 3098: 3096: 3095: 3090: 3088: 3086: 3078: 3076: 3071: 3059: 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1673: 1672: 1614: 1613: 1591: 1590: 1471: 1470: 1395: 1309: 1308: 1233: 1217: 1153: 1152: 1135:Kronecker delta 1078: 1014: 1013: 878: 843: 838: 837: 801: 775: 774: 741: 733: 728: 727: 700: 668: 663: 662: 605: 573: 554: 549: 548: 521: 483: 478: 477: 459: 398:Markov property 308: 302: 272: 261: 220: 217: 214: 211: 210: 188: 181: 161: 115: 112: 109: 106: 105: 72: 43:on Knowledge's 40: 23: 22: 15: 12: 11: 5: 3408: 3406: 3398: 3397: 3392: 3387: 3382: 3377: 3367: 3366: 3363: 3362: 3328: 3325: 3289: 3288: 3277: 3271: 3268: 3261: 3257: 3251: 3247: 3238: 3233: 3230: 3227: 3223: 3219: 3216: 3213: 3210: 3207: 3193: 3192: 3181: 3178: 3171: 3168: 3164: 3160: 3156: 3152: 3147: 3144: 3140: 3136: 3133: 3130: 3127: 3122: 3119: 3115: 3100: 3099: 3085: 3082: 3075: 3070: 3067: 3063: 3057: 3053: 3044: 3039: 3036: 3033: 3029: 3025: 3020: 3017: 3013: 3009: 3006: 3003: 3000: 2995: 2992: 2988: 2973: 2972: 2959: 2956: 2952: 2948: 2945: 2942: 2939: 2936: 2921: 2918: 2893: 2890: 2889: 2888: 2865: 2860: 2857: 2852: 2848: 2845: 2842: 2839: 2836: 2832: 2827: 2824: 2821: 2818: 2763: 2760: 2757: 2737: 2713: 2710: 2707: 2704: 2701: 2681: 2678: 2675: 2670: 2667: 2662: 2658: 2654: 2651: 2648: 2624: 2619: 2616: 2611: 2607: 2603: 2600: 2597: 2575: 2572: 2568: 2555: 2552: 2551: 2550: 2549: 2548: 2547: 2546: 2545: 2544: 2543: 2542: 2440: 2437: 2436: 2435: 2434: 2433: 2432: 2431: 2430: 2429: 2428: 2427: 2426: 2425: 2364: 2361: 2356: 2351: 2348: 2344: 2340: 2337: 2334: 2330: 2326: 2323: 2320: 2317: 2313: 2290: 2287: 2282: 2277: 2274: 2270: 2266: 2262: 2258: 2255: 2251: 2222: 2219: 2215: 2211: 2208: 2205: 2202: 2199: 2196: 2193: 2189: 2161: 2158: 2155: 2151: 2135: 2125: 2124: 2123: 2111: 2107: 2103: 2099: 2093: 2090: 2084: 2080: 2060: 2059: 2058: 2047: 2044: 2041: 2038: 2035: 2031: 2027: 2023: 2019: 2016: 2013: 2010: 2006: 2002: 1999: 1996: 1993: 1990: 1987: 1984: 1980: 1976: 1972: 1968: 1955: 1954: 1953: 1942: 1939: 1936: 1932: 1928: 1925: 1922: 1918: 1914: 1910: 1906: 1903: 1900: 1897: 1894: 1891: 1888: 1885: 1881: 1855: 1852: 1819: 1816: 1778: 1775: 1772: 1769: 1749: 1746: 1725: 1722: 1711: 1710: 1709: 1686: 1683: 1680: 1624: 1621: 1601: 1598: 1578: 1577: 1576: 1575: 1574: 1573: 1565: 1564: 1563: 1562: 1561: 1560: 1559: 1558: 1547: 1544: 1541: 1538: 1535: 1532: 1529: 1526: 1523: 1519: 1515: 1512: 1509: 1506: 1503: 1500: 1497: 1494: 1491: 1488: 1483: 1479: 1461: 1460: 1459: 1458: 1457: 1456: 1448: 1447: 1446: 1445: 1444: 1443: 1442: 1441: 1428: 1425: 1422: 1419: 1416: 1413: 1410: 1405: 1402: 1398: 1392: 1389: 1386: 1382: 1378: 1375: 1372: 1369: 1366: 1363: 1360: 1357: 1354: 1351: 1347: 1343: 1340: 1337: 1334: 1331: 1328: 1325: 1322: 1319: 1316: 1299: 1298: 1297: 1296: 1295: 1294: 1286: 1285: 1284: 1283: 1282: 1281: 1280: 1279: 1266: 1263: 1260: 1257: 1254: 1251: 1248: 1243: 1240: 1236: 1232: 1227: 1224: 1220: 1216: 1213: 1210: 1207: 1204: 1201: 1198: 1195: 1191: 1187: 1184: 1181: 1178: 1175: 1172: 1169: 1166: 1163: 1160: 1143: 1142: 1141: 1140: 1139: 1138: 1126: 1125: 1124: 1123: 1122: 1121: 1120: 1119: 1108: 1105: 1102: 1099: 1096: 1093: 1088: 1085: 1081: 1077: 1074: 1071: 1068: 1065: 1062: 1059: 1056: 1052: 1048: 1045: 1042: 1039: 1036: 1033: 1030: 1027: 1024: 1021: 1004: 1003: 1002: 1001: 1000: 999: 990: 989: 988: 987: 941: 940: 939: 938: 937: 936: 926:193.62.153.194 916: 915: 914: 913: 888: 885: 881: 875: 872: 869: 865: 861: 858: 853: 850: 846: 825: 822: 819: 816: 811: 808: 804: 800: 797: 794: 791: 788: 785: 782: 756: 751: 748: 744: 740: 736: 715: 710: 707: 703: 697: 694: 691: 687: 683: 678: 675: 671: 615: 612: 608: 602: 599: 596: 592: 588: 585: 580: 576: 572: 569: 564: 561: 557: 536: 531: 528: 524: 518: 515: 512: 508: 504: 501: 498: 493: 490: 486: 463:67.233.152.184 458: 455: 454: 453: 429: 428: 427: 426: 425: 424: 406:Markov process 402:Markov process 394:Markov process 380: 379: 378: 377: 359: 357: 356: 355: 354: 347: 346: 315:213.103.216.40 301: 298: 295: 294: 289:now serves to 265: 253: 252: 249: 248: 245: 244: 233: 227: 226: 224: 207:the discussion 194: 193: 177: 165: 164: 156: 144: 143: 140: 139: 132:Mid-importance 128: 122: 121: 119: 102:the discussion 88: 76: 75: 73:Mid‑importance 67: 55: 54: 48: 37: 24: 14: 13: 10: 9: 6: 4: 3: 2: 3407: 3396: 3393: 3391: 3388: 3386: 3383: 3381: 3378: 3376: 3373: 3372: 3370: 3361: 3357: 3353: 3349: 3348: 3347: 3346: 3342: 3338: 3337:92.110.219.57 3333: 3326: 3324: 3322: 3318: 3314: 3310: 3303: 3302: 3298: 3294: 3275: 3269: 3266: 3259: 3255: 3249: 3245: 3231: 3228: 3225: 3221: 3217: 3211: 3205: 3198: 3197: 3196: 3179: 3176: 3169: 3166: 3162: 3158: 3154: 3150: 3145: 3142: 3138: 3134: 3128: 3120: 3117: 3113: 3105: 3104: 3103: 3102:which equals 3083: 3080: 3073: 3068: 3065: 3061: 3055: 3051: 3037: 3034: 3031: 3027: 3023: 3018: 3015: 3011: 3007: 3001: 2993: 2990: 2986: 2978: 2977: 2976: 2957: 2954: 2950: 2946: 2940: 2934: 2927: 2926: 2925: 2919: 2917: 2916: 2912: 2908: 2903: 2899: 2898:Richard Weber 2891: 2887: 2883: 2879: 2863: 2858: 2855: 2850: 2843: 2837: 2834: 2830: 2825: 2822: 2819: 2816: 2808: 2807: 2806: 2804: 2800: 2796: 2792: 2787: 2785: 2781: 2777: 2761: 2758: 2755: 2735: 2727: 2708: 2705: 2702: 2679: 2676: 2673: 2668: 2665: 2660: 2656: 2652: 2649: 2646: 2638: 2622: 2617: 2614: 2609: 2605: 2601: 2598: 2595: 2573: 2570: 2566: 2553: 2541: 2537: 2533: 2529: 2528: 2527: 2523: 2519: 2515: 2511: 2510: 2509: 2505: 2501: 2497: 2496: 2495: 2491: 2487: 2484: 2482: 2476: 2475: 2474: 2470: 2466: 2462: 2458: 2457: 2456: 2455: 2451: 2447: 2438: 2424: 2420: 2416: 2415:Halcyonhazard 2412: 2411: 2409: 2405: 2401: 2397: 2396: 2390: 2386: 2382: 2380: 2362: 2359: 2346: 2335: 2332: 2324: 2318: 2288: 2285: 2272: 2256: 2253: 2240: 2239: 2217: 2206: 2203: 2200: 2194: 2179: 2175: 2156: 2140: 2136: 2133: 2132: 2126: 2105: 2097: 2091: 2068: 2067: 2065: 2061: 2045: 2042: 2036: 2025: 2017: 2011: 2000: 1994: 1991: 1988: 1985: 1974: 1966: 1959: 1958: 1956: 1937: 1923: 1920: 1912: 1901: 1895: 1892: 1889: 1886: 1871: 1870: 1869: 1853: 1842: 1838: 1833: 1817: 1806: 1805: 1804: 1800: 1796: 1795:Halcyonhazard 1792: 1791:Michael Hardy 1776: 1770: 1767: 1747: 1723: 1712: 1708: 1704: 1700: 1684: 1681: 1678: 1670: 1669: 1668: 1664: 1660: 1659:Michael Hardy 1656: 1652: 1648: 1647: 1646: 1642: 1638: 1622: 1619: 1599: 1588: 1584: 1583: 1582: 1581: 1580: 1579: 1571: 1570: 1569: 1568: 1567: 1566: 1545: 1542: 1536: 1533: 1527: 1521: 1513: 1510: 1504: 1501: 1498: 1492: 1481: 1477: 1469: 1468: 1467: 1466: 1465: 1464: 1463: 1462: 1454: 1453: 1452: 1451: 1450: 1449: 1426: 1420: 1414: 1411: 1408: 1403: 1400: 1396: 1390: 1387: 1384: 1380: 1376: 1373: 1370: 1364: 1361: 1355: 1349: 1341: 1338: 1332: 1329: 1326: 1320: 1307: 1306: 1305: 1304: 1303: 1302: 1301: 1300: 1292: 1291: 1290: 1289: 1288: 1287: 1264: 1258: 1252: 1249: 1246: 1241: 1238: 1234: 1230: 1225: 1222: 1218: 1214: 1208: 1205: 1199: 1193: 1185: 1182: 1176: 1173: 1170: 1164: 1151: 1150: 1149: 1148: 1147: 1146: 1145: 1144: 1136: 1132: 1131: 1130: 1129: 1128: 1127: 1103: 1097: 1094: 1091: 1086: 1083: 1079: 1075: 1069: 1066: 1060: 1054: 1046: 1043: 1037: 1034: 1031: 1025: 1012: 1011: 1010: 1009: 1008: 1007: 1006: 1005: 996: 995: 994: 993: 992: 991: 986: 982: 978: 973: 972: 971: 967: 963: 962:Halcyonhazard 958: 957: 956: 955: 951: 947: 935: 931: 927: 922: 921: 920: 919: 918: 917: 912: 908: 904: 886: 883: 879: 873: 870: 867: 863: 859: 856: 851: 848: 844: 820: 814: 809: 806: 802: 798: 792: 789: 786: 780: 772: 754: 749: 746: 742: 738: 734: 713: 708: 705: 701: 695: 692: 689: 685: 681: 676: 673: 669: 660: 659: 658: 654: 650: 649:Halcyonhazard 645: 642: 641: 640: 639: 635: 631: 630:Stepan Roucka 613: 610: 606: 600: 597: 594: 590: 586: 583: 578: 574: 570: 567: 562: 559: 555: 534: 529: 526: 522: 516: 513: 510: 506: 502: 499: 496: 491: 488: 484: 474: 472: 468: 464: 456: 452: 449: 448:Halcyonhazard 445: 440: 439: 438: 437: 434: 433:140.78.107.99 423: 419: 415: 411: 407: 403: 399: 395: 390: 386: 385: 384: 383: 382: 381: 376: 372: 368: 364: 363: 362: 361: 360: 351: 350: 349: 348: 345: 342: 341:Michael Hardy 337: 336: 335: 334: 331: 326: 324: 320: 316: 312: 307: 299: 292: 288: 284: 280: 275: 270: 266: 259: 258: 242: 238: 232: 229: 228: 225: 208: 204: 200: 199: 191: 185: 180: 178: 175: 171: 170: 166: 160: 157: 154: 150: 137: 133: 127: 124: 123: 120: 103: 99: 95: 94: 89: 86: 82: 81: 77: 71: 68: 65: 61: 56: 52: 46: 38: 34: 29: 28: 19: 3334: 3330: 3313:75.102.81.97 3307:β€” Preceding 3304: 3290: 3194: 3101: 2974: 2923: 2907:Gareth Jones 2895: 2878:Gareth Jones 2805:Christopher 2795:76.120.32.59 2790: 2788: 2786:Christopher 2776:76.120.32.59 2725: 2636: 2557: 2532:Gareth Jones 2514:Markov chain 2486:Gareth Jones 2478: 2442: 2394: 2393: 2378: 2237: 2236: 2234: 2173: 2130: 2129: 2063: 1867: 1840: 1836: 1831: 1654: 1650: 1586: 942: 770: 475: 460: 444:jump process 430: 410:Markov chain 389:Markov chain 367:129.7.128.30 358: 327: 309:β€” Preceding 303: 274:Markov chain 269:this version 237:Mid-priority 236: 196: 162:Mid‑priority 131: 91: 51:WikiProjects 2518:BarrelProof 2500:BarrelProof 2465:BarrelProof 2446:BarrelProof 1835:Continuous- 771:very useful 547:instead of 300:Terminology 212:Mathematics 203:mathematics 159:Mathematics 3369:Categories 2905:progress. 2516:article. β€” 2481:Previously 107:Statistics 98:statistics 70:Statistics 2303:and then 1293:such that 457:citations 283:this edit 3352:Malparti 3309:unsigned 2400:Slaunger 2385:Slaunger 1957:as then 1699:Slaunger 1637:Slaunger 977:Melcombe 946:Melcombe 414:Melcombe 311:unsigned 3293:bungalo 2892:History 2461:MOS:NUM 903:Flies 1 473:Michal 287:history 239:on the 134:on the 41:C-class 2748:, not 47:scale. 3331:: --> 330:Sodin 281:with 3356:talk 3341:talk 3317:talk 3297:talk 2911:talk 2882:talk 2835:diag 2799:talk 2780:talk 2588:and 2536:talk 2522:talk 2504:talk 2490:talk 2469:talk 2450:talk 2419:talk 2404:talk 2389:talk 1837:time 1799:talk 1703:talk 1663:talk 1641:talk 998:that 981:talk 966:talk 950:talk 930:talk 907:talk 653:talk 634:talk 628:? -- 467:talk 418:talk 371:talk 319:talk 2900:'s 2791:\pi 2333:exp 2204:exp 1830:or 271:of 231:Mid 126:Mid 3371:: 3358:) 3343:) 3319:) 3299:) 3237:∞ 3222:βˆ‘ 3180:1. 3177:βˆ’ 3139:Ξ΄ 3043:∞ 3028:βˆ‘ 3012:Ξ΄ 2913:) 2884:) 2856:βˆ’ 2838:⁑ 2826:βˆ’ 2801:) 2782:) 2759:βˆ’ 2706:βˆ’ 2677:βˆ’ 2666:βˆ’ 2653:βˆ’ 2615:βˆ’ 2602:βˆ’ 2538:) 2524:) 2506:) 2492:) 2471:) 2452:) 2421:) 2406:) 2383:-- 2360:βˆ’ 2336:⁑ 2312:Ξ  2286:βˆ’ 2207:⁑ 2188:Ξ  2150:Ξ  2106:β‹… 2089:βˆ‚ 2079:βˆ‚ 2064:dt 2026:β‹… 2001:βˆ’ 1868:dt 1851:βˆ‚ 1832:dt 1815:Ξ” 1801:) 1774:Ξ” 1745:Ξ” 1721:Ξ” 1705:) 1682:β‰  1665:) 1653:β‰  1643:) 1597:Ξ” 1487:Pr 1478:βˆ‘ 1388:β‰  1381:βˆ‘ 1377:βˆ’ 1315:Pr 1219:Ξ΄ 1159:Pr 1020:Pr 983:) 968:) 952:) 932:) 909:) 871:β‰  864:βˆ‘ 860:βˆ’ 739:βˆ’ 693:β‰  686:βˆ‘ 655:) 636:) 598:β‰  591:βˆ‘ 587:βˆ’ 571:βˆ’ 514:β‰  507:βˆ‘ 503:βˆ’ 469:) 420:) 373:) 321:) 3354:( 3339:( 3315:( 3295:( 3276:. 3270:! 3267:k 3260:k 3256:Q 3250:k 3246:t 3232:0 3229:= 3226:k 3218:= 3215:) 3212:t 3209:( 3206:P 3170:j 3167:i 3163:q 3159:t 3155:e 3151:+ 3146:j 3143:i 3135:= 3132:) 3129:t 3126:( 3121:j 3118:i 3114:p 3084:! 3081:k 3074:k 3069:j 3066:i 3062:q 3056:k 3052:t 3038:1 3035:= 3032:k 3024:+ 3019:j 3016:i 3008:= 3005:) 3002:t 2999:( 2994:j 2991:i 2987:p 2958:Q 2955:t 2951:e 2947:= 2944:) 2941:t 2938:( 2935:P 2909:( 2880:( 2864:Q 2859:1 2851:) 2847:) 2844:Q 2841:( 2831:( 2823:I 2820:= 2817:S 2797:( 2778:( 2762:I 2756:S 2736:S 2726:S 2712:) 2709:I 2703:S 2700:( 2680:I 2674:Q 2669:1 2661:Q 2657:D 2650:= 2647:S 2637:S 2623:Q 2618:1 2610:Q 2606:D 2599:= 2596:S 2574:j 2571:i 2567:s 2534:( 2520:( 2502:( 2488:( 2467:( 2448:( 2417:( 2402:( 2395:Q 2387:( 2379:t 2363:1 2355:U 2350:) 2347:t 2343:D 2339:( 2329:U 2325:= 2322:) 2319:t 2316:( 2289:1 2281:U 2276:) 2273:t 2269:D 2265:( 2261:U 2257:= 2254:t 2250:Q 2238:Q 2221:) 2218:t 2214:Q 2210:( 2201:= 2198:) 2195:t 2192:( 2174:t 2160:) 2157:t 2154:( 2131:p 2110:p 2102:Q 2098:= 2092:t 2083:p 2046:t 2043:d 2040:) 2037:t 2034:( 2030:p 2022:Q 2018:= 2015:) 2012:t 2009:( 2005:p 1998:) 1995:t 1992:d 1989:+ 1986:t 1983:( 1979:p 1975:= 1971:p 1967:d 1941:) 1938:t 1935:( 1931:p 1927:) 1924:t 1921:d 1917:Q 1913:+ 1909:I 1905:( 1902:= 1899:) 1896:t 1893:d 1890:+ 1887:t 1884:( 1880:p 1854:t 1841:h 1818:t 1797:( 1777:t 1771:+ 1768:t 1748:t 1724:t 1701:( 1685:j 1679:i 1661:( 1655:j 1651:i 1639:( 1623:t 1620:d 1600:t 1587:h 1546:1 1543:= 1540:) 1537:i 1534:= 1531:) 1528:t 1525:( 1522:X 1518:| 1514:j 1511:= 1508:) 1505:h 1502:+ 1499:t 1496:( 1493:X 1490:( 1482:j 1427:, 1424:) 1421:h 1418:( 1415:o 1412:+ 1409:h 1404:j 1401:i 1397:q 1391:j 1385:i 1374:1 1371:= 1368:) 1365:i 1362:= 1359:) 1356:t 1353:( 1350:X 1346:| 1342:i 1339:= 1336:) 1333:h 1330:+ 1327:t 1324:( 1321:X 1318:( 1265:, 1262:) 1259:h 1256:( 1253:o 1250:+ 1247:h 1242:j 1239:i 1235:q 1231:+ 1226:j 1223:i 1215:= 1212:) 1209:i 1206:= 1203:) 1200:t 1197:( 1194:X 1190:| 1186:j 1183:= 1180:) 1177:h 1174:+ 1171:t 1168:( 1165:X 1162:( 1137:: 1107:) 1104:h 1101:( 1098:o 1095:+ 1092:h 1087:j 1084:i 1080:q 1076:= 1073:) 1070:i 1067:= 1064:) 1061:t 1058:( 1055:X 1051:| 1047:j 1044:= 1041:) 1038:h 1035:+ 1032:t 1029:( 1026:X 1023:( 979:( 964:( 948:( 928:( 905:( 887:j 884:i 880:q 874:i 868:j 857:= 852:i 849:i 845:q 824:) 821:t 818:( 815:p 810:h 807:Q 803:e 799:= 796:) 793:h 790:+ 787:t 784:( 781:p 755:r 750:i 747:i 743:q 735:e 714:. 709:j 706:i 702:q 696:i 690:j 682:= 677:i 674:i 670:q 651:( 632:( 614:j 611:i 607:q 601:i 595:j 584:= 579:i 575:q 568:= 563:i 560:i 556:q 535:, 530:j 527:i 523:q 517:i 511:j 500:1 497:= 492:i 489:i 485:q 465:( 416:( 369:( 317:( 243:. 138:. 53:: 20:)

Index

Talk:Continuous-time Markov process

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WikiProjects
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Statistics
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WikiProject Statistics
statistics
the discussion
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importance scale
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Mathematics
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WikiProject Mathematics
mathematics
the discussion
Mid
project's priority scale
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Markov chain
Continuous-time Markov chain
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history
provide attribution
http://www.encyclopediaofmath.org/index.php/Markov_process
unsigned

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