Abstract
In this chapter, we consider the continuous-time analogs of discrete-time Markov chains. As in the discrete-time case, they are characterized by the Markov property that, given the present state, the future of the process is stochastically independent of the past.
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© 1997 M. Kijima
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Kijima, M. (1997). Continuous-time Markov chains. In: Markov Processes for Stochastic Modeling. Springer, Boston, MA. https://doi.org/10.1007/978-1-4899-3132-0_4
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DOI: https://doi.org/10.1007/978-1-4899-3132-0_4
Publisher Name: Springer, Boston, MA
Print ISBN: 978-0-412-60660-1
Online ISBN: 978-1-4899-3132-0
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