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Teoriya Veroyatnostei i ee Primeneniya, 1961, Volume 6, Issue 1, Pages 110–115
(Mi tvp4756)
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This article is cited in 23 scientific papers (total in 23 papers)
Short Communications
Finite Continuous Time Markov Chains
J. G. Kemeny, J. L. Snell New York
Abstract:
In a recent book by the authors (see footnote on page 101) a systematic method was developed for computing the basic descriptive quantities of finite Markov chains. Matrix expressions were obtained for these quantities in terms of certain basic matrices, easily obtainable from the transition matrix.
In this note, corresponding expressions are given for the basic quantities for finite continuous time chains.
Received: 24.11.1959
Citation:
J. G. Kemeny, J. L. Snell, “Finite Continuous Time Markov Chains”, Teor. Veroyatnost. i Primenen., 6:1 (1961), 110–115; Theory Probab. Appl., 6:1 (1961), 101–105
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