珊瑚
发表于 2025-3-23 12:37:10
Continuous-Time Markov Chains978-1-4612-3038-0Series ISSN 0172-7397 Series E-ISSN 2197-568X
是剥皮
发表于 2025-3-23 16:45:15
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heart-murmur
发表于 2025-3-23 18:30:53
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吞吞吐吐
发表于 2025-3-24 00:19:36
https://doi.org/10.1007/978-3-322-94806-9called a continuous-time parameter Markov chain if for any finite set . of “times,” and corresponding set . of states in . such that ., we have . Equation (1.1) is called the Markov property. If for all ., . such that . and all .,. ε . the conditional probability . appearing on the right-hand side o
Hippocampus
发表于 2025-3-24 05:02:23
Produktion und Unternehmungsformen such a stochastic process is uniquely determined by the one-step transition matrix . whose .,.th component is ., and an initial distribution vector ., whose .th component is .. Every probability involving the random variables of this chain can be determined from the finite-dimensional distributions
轻快带来危险
发表于 2025-3-24 09:35:51
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AND
发表于 2025-3-24 10:50:05
Renate Neubäumer,Brigitte Hewelpect convergence of .(.) to the ergodic limits π.? We shall study two special types of ergodicity, the so-called strong ergodicity and exponential ergodicity. Of course, our main interest is always to characterize these properties in terms of the . matrix.
myopia
发表于 2025-3-24 17:37:12
,Konstruktive Geräuschminderungsmaßnahmen,ent the birth and death .-matrix of (3.2.1) given by.,where . is a set of birth-death parameters. Note again that . is conservative if and only if . = 0, and that if .. > 0, we are allowing the process to jump from state 0 directly to an absorbing state which, given the context here, is most conveni
配偶
发表于 2025-3-24 21:01:29
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眼界
发表于 2025-3-25 02:24:03
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