Numerical evaluation of Markov transition probabilities based on the discretized product integral (Q4025276): Difference between revisions
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| Property / author: Christian Max Møller / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1080/03461238.1992.10413898 / rank | |||
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| Property / OpenAlex ID: W2043616198 / rank | |||
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| Property / cites work: A survey of product-integration with a view toward application in survival analysis / rank | |||
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| Property / cites work: Nineteen Dubious Ways to Compute the Exponential of a Matrix / rank | |||
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Latest revision as of 13:42, 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)
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18 February 1993
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matrix norm
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transition matrix
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time-inhomogeneous Markov process
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product integral
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intensity matrix
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Taylor expansion
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numerical examples
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