Saddlepoint approximations for continuous-time Markov processes (Q278194): Difference between revisions

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Revision as of 19:03, 19 March 2024

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Saddlepoint approximations for continuous-time Markov processes
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    Saddlepoint approximations for continuous-time Markov processes (English)
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    2 May 2016
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    transition density
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    infinitesimal generator
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    characteristic function
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    closed-form approximation
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