A method for approximating the probability functions of a Markov chain
1988 ◽
Vol 25
(04)
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pp. 808-814
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Keyword(s):
This paper presents a method of approximating the state probabilities for a continuous-time Markov chain. This is done by constructing a right-shift process and then solving the Kolmogorov system of differential equations recursively. By solving a finite number of the differential equations, it is possible to obtain the state probabilities to any degree of accuracy over any finite time interval.
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1997 ◽
Vol 29
(01)
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pp. 92-113
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Keyword(s):
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2015 ◽
Vol 2015
◽
pp. 1-12
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1981 ◽
Vol 103
(4)
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pp. 417-419
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Keyword(s):