continuous-time Markov chains

GPTKB entity

Predicate	Object
gptkbp:instanceOf	gptkb:stochastic_process Markov chain
gptkbp:generalizes	discrete-time Markov chains
gptkbp:governedBy	infinitesimal generator matrix
gptkbp:hasApplication	birth-death process Markov jump processes chemical reaction networks epidemic models
gptkbp:hasEquation	gptkb:Kolmogorov_backward_equations gptkb:Kolmogorov_forward_equations
gptkbp:hasLimitingDistribution	stationary distribution
gptkbp:hasProperty	memoryless continuous time parameter discrete state space ergodicity (in some cases) irreducibility (in some cases) reversibility (in some cases)
gptkbp:hasSpecialCase	gptkb:Poisson_process gptkb:Yule_process gptkb:pure_birth_process pure death process
gptkbp:hasStateSpace	finite countable
gptkbp:hasTransitionProbability	matrix exponential of generator
gptkbp:hasTransitionRates	gptkb:exponential_distribution
https://www.w3.org/2000/01/rdf-schema#label	continuous-time Markov chains
gptkbp:studiedBy	gptkb:Andrey_Kolmogorov
gptkbp:usedIn	mathematical finance queueing theory population processes reliability theory
gptkbp:bfsParent	gptkb:Kolmogorov_equations
gptkbp:bfsLayer	6