Chap. 4. Continuous time Markov chains

13 maio 2014, 13:00 • Manuel Cabral Morais

Overview of the use of Mathematica in this course

4.3 Computing the transition matrix: finite state space

4.4 Computing the transition matrix: infinite state space

4.5 Birth and death processes (until Exercise 4.34)

Exercises: 4.19, 4.20, 4.23, 4.24(hints), 4.34(hints)