Numerical evaluation of Markov transition probabilities based on the discretized product integral (Q4025276): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Christian Max Møller / rank | |||
Property / author | |||
Property / author: Christian Max Møller / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/03461238.1992.10413898 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2043616198 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A survey of product-integration with a view toward application in survival analysis / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Nineteen Dubious Ways to Compute the Exponential of a Matrix / rank | |||
Normal rank |
Latest revision as of 14:42, 17 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Numerical evaluation of Markov transition probabilities based on the discretized product integral |
scientific article |
Statements
Numerical evaluation of Markov transition probabilities based on the discretized product integral (English)
0 references
18 February 1993
0 references
matrix norm
0 references
transition matrix
0 references
time-inhomogeneous Markov process
0 references
product integral
0 references
intensity matrix
0 references
Taylor expansion
0 references
numerical examples
0 references