Chap. 4. Continuous time Markov chains

21 maio 2013, 13:00 • Manuel Cabral Morais

4.7 Limit behavior of CTMC (from Prop. 4.44)

4.8 Birth and death queueing systems in equilibrium (sections 4.81-4.8.4)

Exercises: 4.52, 4.61, 4.64, 4.66(hints), 4.72, 4.82

Chap. 4. Continuous time Markov chains

20 maio 2013, 08:00 • Manuel Cabral Morais

4.5 Birth and death processes (from Prop. 4.26)

4.6 Classification of states

4.7 Limit behavior of CTMC (until Exercise 4.43(b))

Exercises: 4.33, 4.34, 4.43(b)

Chap. 4. Continuous time Markov chains

14 maio 2013, 13:00 • Manuel Cabral Morais

4.4 Computing the transition matrix: infinite state space

4.5 Birth and death processes (until Prop. 4.25)

Exercises: 4.20, 4.23, 4.24(a) (these exercises can be renumbered!)

Chap. 4. Continuous time Markov chains

13 maio 2013, 08:00 • Manuel Cabral Morais

4.1 Definitions and examples

4.2 Properties of the transition matrix; Chapman-Kolmogorov equations

4.3 Computing the transition matrix: finite state space

Exercises: 4.8, 4.9, 4.12, 4.15, 4. 19 (these exercises can be renumbered!)

Chap. 3. Discrete time Markov chains

7 maio 2013, 13:00 • Manuel Cabral Morais

3.8 Branching processes

3.9 First passage times; absorption probabilities

Exercises: 3.109, 3.110, 3.111(a)(c),3.113, 3.117(a), 3.119