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Randomization of intensities in a Markov chain
Published online by Cambridge University Press: 01 July 2016
Abstract
The matrix of intensities of a Markov process with discrete state space and continuous time parameter undergoes random changes in time in such a way that it stays constant between random instants. The resulting non-Markovian process is analyzed with the help of supplementary process defined in terms of variations of the intensity matrix. Several examples are presented.
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- Copyright © Applied Probability Trust 1979
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