Saddlepoint approximations for continuous-time Markov processes (Q278194): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62E17 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / zbMATH DE Number: 6575916 / rank | |||
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transition density | |||
| Property / zbMATH Keywords: transition density / rank | |||
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infinitesimal generator | |||
| Property / zbMATH Keywords: infinitesimal generator / rank | |||
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characteristic function | |||
| Property / zbMATH Keywords: characteristic function / rank | |||
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closed-form approximation | |||
| Property / zbMATH Keywords: closed-form approximation / rank | |||
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Revision as of 16:58, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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