scholarly journals Bounding inferences for large-scale continuous-time Markov chains: A new approach based on lumping and imprecise Markov chains

2019 ◽  
Vol 115 ◽  
pp. 96-133 ◽  
Author(s):  
Alexander Erreygers ◽  
Jasper De Bock
Keyword(s):  
Markov Chains ◽  
Continuous Time ◽  
Large Scale ◽  
New Approach ◽  
Continuous Time Markov Chains

Approximating Transition Probabilities and Mean Occupation Times in Continuous-Time Markov Chains

1987 ◽  
Vol 1 (3) ◽  
pp. 251-264 ◽  
Author(s):  
Sheldon M. Ross
Keyword(s):  
Markov Chains ◽  
Continuous Time ◽  
Transition Probabilities ◽  
Random Time ◽  
Occupation Times ◽  
New Approach ◽  
Continuous Time Markov Chains ◽  
The Mean ◽  
Mean Time

In this paper we propose a new approach for estimating the transition probabilities and mean occupation times of continuous-time Markov chains. Our approach is to approximate the probability of being in a state (or the mean time already spent in a state) at time t by the probability of being in that state (or the mean time already spent in that state) at a random time that is gamma distributed with mean t.

scholarly journals Trace Machines for Observing Continuous-Time Markov Chains

2006 ◽  
Vol 153 (2) ◽  
pp. 259-277 ◽  
Author(s):  
Verena Wolf ◽  
Christel Baier ◽  
Mila Majster-Cederbaum
Keyword(s):  
Markov Chains ◽  
Continuous Time ◽  
Continuous Time Markov Chains
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