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Continuous-time Markov chains

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Part of the book series: UNITEXT ((UNITEXTMAT,volume 79))

Abstract

We present here a short summary of the parts of the theory of Markov processes with countable state space that is used in the chapters describing stochastic models of populations. The presentation will be restricted to Markov process that are generated by an infinitesimal transition matrix, as discussed below.

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References

  1. 1. Anderson, W.J.: Continuous-time Markov Chains, Springer, New York (1991)

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  2. 2. Liggett, T.M.: Continuos-time Markov processes: an introduction, American Mathematical Soc. (2010)

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  3. 3. Norris, J.R.: Markov Chains. Cambridge University Press, Cambridge (1997)

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  4. 4. Taylor, H.M., Karlin, S.: An Introduction to Stochastic Modeling, Academic Press, New York (1998)

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Iannelli, M., Pugliese, A. (2014). Continuous-time Markov chains. In: An Introduction to Mathematical Population Dynamics. UNITEXT(), vol 79. Springer, Cham. https://doi.org/10.1007/978-3-319-03026-5_13

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