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Understanding the meaning of transition rates in a CTMC
WEBApr 13, 2019 · In the chapter on Continuous Time Markov Chain(ctmc), the author defines the infinitesimal generator
Math.stackexchange.comRegular Continuous-Time Markov Chain with Finite State Space
WEBFeb 14, 2021 · Prove that the above ctmc is regular. I appreciate any comment/hint. Note 1: We know a regular ctmc is defined to be a ctmc such that with probability $1$, the number of jumps in any finite time interval is finite. Note 2: my attempt: I know how to prove the regularity for ctmcs with infinite state space.
Math.stackexchange.comContinuous time markov chains, is this step by step example correct
WEBI have some questions regarding ctmc and most importantly whether the step-by-step example I provide below is correct. My main sources about ctmc are: ([1], and [2]). Let's assume 3 possible st
Math.stackexchange.comprobability - question on CTMC vs DTMC (markov chain)
WEBFeb 8, 2021 · If so, it should follow directly from the definitions of ctmc and DTMC (without regard for whether the rate matrix and transition matrix are related as you've stated) $\endgroup$ – Brian Moehring Commented Feb 8, 2021 at 2:37
Math.stackexchange.comprobability - Find the stationary distribution of a CTMC
WEBStack Exchange Network. Stack Exchange network consists of 183 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.
Math.stackexchange.comprobability - Simulate a continuous time Markov chain with two …
WEBOct 5, 2020 · For a time-inhomogeneous ctmc this doesn't work, because the holding times aren't exponentially distributed anymore. Thus you get locked into a procedure more or less like what you did here. $\endgroup$ –
Math.stackexchange.commarkov chains - CTMC stationary distribution vs. embedded …
WEBOct 24, 2016 · This is always possible for finite state DTMCs. In general, existence of steady state follows standard steady state theory and requires some additional assumptions, including a regularity assumption for the ctmc that ensures (with prob 1) that there are a finite number of transitions over any finite interval of time.
Math.stackexchange.comstochastic processes - What is the difference between the …
WEBBoth equations give you the dynamics of the system. The only difference is in the order in which the elementary transitions happen.
Math.stackexchange.comprobability - Non-regular Continuous-Time Markov Chain
WEBJan 22, 2021 · We know a regular ctmc is defined to be a ctmc such that with probability $1$, the number of jumps in any finite time interval is finite. Prove that the above ctmc is not regular. Prove that the above ctmc is not regular.
Math.stackexchange.comHow to understand explosion in continuous-time Markov chains?
WEBJan 1, 2019 · The important thing to keep in mind is that the criteria for an explosive ctmc is that the number of transitions (in this case, births) is infinite within a finite time almost surely. In that sense, we’re not really making any explicit statement about the population size, but rather about the number of transitions in the system—and only with …
Math.stackexchange.com