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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1961 Volume 6, Issue 1, Pages 110–115 (Mi tvp4756)

This article is cited in 23 papers

Short Communications

Finite Continuous Time Markov Chains

J. G. Kemeny, J. L. Snell

New York

Abstract: In a recent book by the authors (see footnote on page 101) a systematic method was developed for computing the basic descriptive quantities of finite Markov chains. Matrix expressions were obtained for these quantities in terms of certain basic matrices, easily obtainable from the transition matrix.
In this note, corresponding expressions are given for the basic quantities for finite continuous time chains.

Received: 24.11.1959

Language: English


 English version:
Theory of Probability and its Applications, 1961, 6:1, 101–105


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