Spectral representations of the transition probability matrices for continuous time finite Markov chains
| dc.citation.epage | 33 | en_US |
| dc.citation.issue | 1 | en_US |
| dc.citation.spage | 28 | en_US |
| dc.citation.volume | 33 | en_US |
| dc.citation.woscount | 3 | |
| dc.contributor.author | Peng, NF | en_US |
| dc.contributor.department | 交大名義發表 | zh_TW |
| dc.contributor.department | 統計學研究所 | zh_TW |
| dc.contributor.department | National Chiao Tung University | en_US |
| dc.contributor.department | Institute of Statistics | en_US |
| dc.date.accessioned | 2014-12-08T15:02:49Z | |
| dc.date.available | 2014-12-08T15:02:49Z | |
| dc.date.issued | 1996-03-01 | en_US |
| dc.description.abstract | Using an easy linear-algebraic method, we obtain spectral representations, without the need for eigenvector determination, of the transition probability matrices for completely general continuous time Markov chains with finite state space. Comparing the proof presented here with that of Brown (1991), who provided a similar result for a special class of finite Markov chains, we observe that ours is more concise. | en_US |
| dc.identifier.issn | 0021-9002 | en_US |
| dc.identifier.journal | JOURNAL OF APPLIED PROBABILITY | en_US |
| dc.identifier.uri | https://ir.lib.nycu.edu.tw/handle/11536/1429 | |
| dc.identifier.wosnumber | WOS:A1996UA41900003 | |
| dc.language.iso | en_US | en_US |
| dc.subject | Markov chains | en_US |
| dc.subject | transition probability matrices | en_US |
| dc.subject | spectral representations | en_US |
| dc.title | Spectral representations of the transition probability matrices for continuous time finite Markov chains | en_US |
| dc.type | Article | en_US |