Journal of the Korean Operations Research and Management Science Society (한국경영과학회지)

The Korean Operations Research and Management Science Society (한국경영과학회)
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Discrete Observation of a Continuous-time Absorbing Markov Chain

연속 흡수 마코프 연쇄의 불연속 관찰

  • Chae, Kyung C. (Department of Management Science Korea Advanced Institute of Science and Technology)
  • Published : 1991.12.01
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Abstract

For a continuous-time absorvation Markov chain, we apply and simplify the general method of finding the transition rates given the transition probabilities obtained from discrete observation of the continuous system. An example is given.

Keywords

References

  1. Stochastic Models For Social Processes(3rd ed.) Bartholomew,D.J.
  2. An Introduction to probability Theory and Its Applications(3rd ed.) v.1 Feller,W.
  3. Finite Markov Chains Kemeny,J.G.;Snell,J.L.
  4. Linear Algebra with Geometric Applications Mansfield,L.E.