Introduction
What this guide covers
Introduction Introduction Advanced stochastic processes
Overview
Topics covered
- Introduction
- Continuous Time Markov Chains
- Fundamentals of continuous time and the Markov property
- Temporal homogeneity
- The Chapman-Kolmogorov equations
- Dwell times and the embedded jump chain
Related concepts
Main connections
Compatible notation
Mathematical sample in LaTeX
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\P\big(X(t+s) = j \;\big|\; X(s) = i, X(t_n) = i_n, \dots, X(t_1) = i_1\big) = \P\big(X(t+s) = j \;\big|\; X(s) = i\big).