Consider a continuous time Markov chain with infinitesimal transition matrix (ij ) and equilibrium distribution If the chain is at equilibrium at time 0, then show that it experiences t i ii transitions on average during the time interval 0, t , where i j i ij ...

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Consider a continuous-time Markov chain with infinitesimal transition matrix = (ij ) and equilibrium distribution .

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Consider a continuous-time Markov chain with infinitesimal transition matrix Λ = (Λij ) and equilibrium distribution π. If the chain is at equilibrium at time 0, then show that it experiences t

i πiλi transitions on average during the time interval [0, t], where λi =

j=i Λij .

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Applied Probability

ISBN: 9780387004259

1st Edition

Authors: Kenneth Lange

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Question Posted: Oct 31, 2024 03:00 AM

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Consider a continuous-time Markov chain with infinitesimal transition matrix = (ij ) and equilibrium distribution .

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Applied Probability

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