Aula 21

22 maio 2017, 12:00 • Ana Maria Santos Ferreira Gorjão Henriques

Continuous Time Markov Chains: classification of states, Kolmogorov's differential equations and rate matrix.
Example: homogeneous Poisson process.
Birth-death processes.

Refs: Sects. 6.3-6.4 in Ross (Probab. Models 10th ed.), Sects. 5.3-5.4 in Ross (Stoch. Proc. 2nd ed).