Truncated Taylor series approximation to the state transition matrix of a continuous parameter finite Markov chain

DOI10.1016/0024-3795(75)90066-XzbMath0314.60050OpenAlexW2047859076MaRDI QIDQ1220763

C. J. Standish

Publication date: 1975

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(75)90066-x

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (2)

The Padé method for computing the matrix exponential ⋮ Computing the exponential of an intensity matrix

Cites Work

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