Approximating Transition Probabilities and Mean Occupation Times in Continuous-Time Markov Chains

DOI10.1017/S0269964800000036MaRDI QIDQ3415844zbMATH OpenFDO

Authors Sheldon M. Ross

Publication date 19 January 2007

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0269964800000036

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

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• Approximating Matrix-Exponential Distributions by Global Randomization
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• A modified uniformization method for the solution of the chemical master equation

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