Incomplete discontinuous Markov processes
- 1 June 1965
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 2 (1) , 69-78
- https://doi.org/10.2307/3211874
Abstract
Summary The present paper generalizes the results of the author's paper [2] on “Discontinuous Markov processes” to processes that are incompletely specified. These results are then used to develop a step-by-step method of solution for processes involving several kinds of “jumps”, where at the first step one solves for the transition probabilities involving jumps of the first kind, but not of the second, third, etc., at the second step for transition probabilities involving jumps of the first and second, but not the third, fourth, etc. kinds, and so on. Some examples are given.Keywords
This publication has 2 references indexed in Scilit:
- THE RANDOM WALK [IN CONTINUOUS TIME] AND ITS APPLICATION TO THE THEORY OF QUEUESBiometrika, 1959
- Discontinuous Markoff processesActa Mathematica, 1957