Abstract
In Chap. 1 we considered Markov chains X n with a discrete time index n = 0, 1, 2, … In this chapter we will extend the notion to a continuous time parameter t ≥ 0, a setting that is more convenient for some applications.
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Durrett, R. (2012). Continuous Time Markov Chains. In: Essentials of Stochastic Processes. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-3615-7_4
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DOI: https://doi.org/10.1007/978-1-4614-3615-7_4
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