Continuous Time Birth and Death Markov Chains

Rinaldo B. Schinazi
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Rinaldo B. Schinazi: University of Colorado, Department of Mathematics

Chapter III in Classical and Spatial Stochastic Processes, 1999, pp 73-109 from Springer

Abstract: Abstract What is in this chapter? In Chapters I and II we considered chains that change state at integer times. In this chapter, the change of state occurs after a random time. We are still considering chains with countably many states. Many of the results and techniques of the preceding chapter may be adapted to this new class of models.

Keywords: Stationary Distribution; Poisson Process; Markov Property; Interarrival Time; Continuous Time Markov Chain (search for similar items in EconPapers)
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-1582-0_3

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DOI: 10.1007/978-1-4612-1582-0_3

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