Integrals for continuous-time Markov chains.
This paper presents a method of evaluating the expected value of a path integral for a general Markov chain on a countable state space. We illustrate the method with reference to several models, including birth-death processes and the birth, death and catastrophe process.
Pollett
P K
PK
Department of Mathematics, University of Queensland, Brisbane, Qld. 4072, Australia. pkp@maths.uq.edu.au
D001723:Birth Rate; D003198:Computer Simulation; D004190:Disasters; D004812:Epidemiologic Methods; D008390:Markov Chains; D009026:Mortality; D016012:Poisson Distribution; D013997:Time Factors