Summary Statistics for Endpoint-Conditioned Continuous-Time Markov Chains

DOI10.1239/jap/1324046009zbMath1231.60071MaRDI QIDQ3108464

Asger Hobolth, Jens Ledet Jensen

Publication date: 4 January 2012

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1324046009

zbMATH Keywords

uniformization; continuous-time Markov chain; dwelling time; expectation maximisation (EM) algorithm; transition number

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

60J25: Continuous-time Markov processes on general state spaces

60J27: Continuous-time Markov processes on discrete state spaces

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Uses Software

• XRate

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