Continuous-time Markov chain
GPTKB entity
Statements (38)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
Markov chain |
| gptkbp:form |
gptkb:Kolmogorov_backward_equations
gptkb:Kolmogorov_forward_equations Chapman-Kolmogorov equations |
| gptkbp:generalizes |
gptkb:discrete-time_Markov_chain
|
| gptkbp:hasApplication |
chemical kinetics
epidemiology telecommunications inventory theory |
| gptkbp:hasMathematicalRepresentation |
infinitesimal generator matrix
|
| gptkbp:hasProperty |
gptkb:Markov_property
memoryless finite or countable state space ergodicity (in some cases) irreducibility (in some cases) piecewise constant sample paths recurrence (in some cases) right-continuous sample paths stationary distribution (in some cases) stationary transition probabilities time reversibility (in some cases) time-homogeneous transience (in some cases) |
| gptkbp:hasSpecialCase |
gptkb:Poisson_process
birth-death process pure jump process |
| gptkbp:hasStateSpace |
discrete
|
| gptkbp:hasTransition |
exponential waiting time
|
| https://www.w3.org/2000/01/rdf-schema#label |
Continuous-time Markov chain
|
| gptkbp:parameter |
transition rate matrix
|
| gptkbp:usedIn |
finance
queueing theory population modeling statistical physics reliability engineering |
| gptkbp:bfsParent |
gptkb:PRISM_model_checker
|
| gptkbp:bfsLayer |
7
|