Numerical evaluation of Markov transition probabilities based on the discretized product integral (Q4025276)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical evaluation of Markov transition probabilities based on the discretized product integral |
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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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