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Path integrals for continuous-time Markov chains

Part of: Markov processes

Published online by Cambridge University Press:  14 July 2016

P. K. Pollett  and
V. T. Stefanov
P. K. Pollett*
Affiliation:
University of Queensland
V. T. Stefanov*
Affiliation:
University of Western Australia
*
∗ Postal address: Department of Mathematics, University of Queensland, Brisbane, QLD 4072, Australia. Email address: pkp@maths.uq.edu.au
∗∗ Postal address: Department of Mathematics and Statistics, University of Western Australia, Crawley, WA 6009, Australia.
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Abstract

This note presents a method of evaluating the distribution of a path integral for Markov chains on a countable state space.

Keywords

Hitting timesextinction timespopulation processes

MSC classification

Primary: 60J27: Continuous-time Markov processes on discrete state spaces
Secondary: 60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
Type
Short Communications
Information
Journal of Applied Probability , Volume 39 , Issue 4 , December 2002 , pp. 901 - 904
Copyright
Copyright © Applied Probability Trust 2002 

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References

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