Path integrals for continuous-time Markov chains

Journal of Applied Probability

Volumn 39, Issue 4, 2002, Pages 901-904

  Pollett, P K ^a   Stefanov, V T ^b  

^a UNIVERSITY OF QUEENSLAND   (Australia)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

Extinction times; Hitting times; Population processes

Indexed keywords

EID: 0037003541     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1037816029     Document Type: Article

References (10)

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4. FLAJOLET, P. AND GUILLEMIN, F. (2000). The formal theory of birth-and-death processes, lattice path combinatorics and continued fractions. Adv. Appl. Prob. 32, 750-778.
5. HERNÁNDEZ-SUÁREZ, C. AND CASTILLO-CHAVEZ, C. (1999). A basic result on the integral for birth-death Markov processes. Math. Biosci. 161, 95-104.
6. McNEIL, D. (1970). Integral functionals of birth and death processes and related limiting distributions. Ann. Math. Statist. 41, 480-485.
7. POLLETT, P. AND STEFANOV, V. (2002). Path integrals for continuous-time Markov chains. Tech. Rep., Department of Mathematics, University of Queensland. Available at http://www.maths.uq.edu.au/̃pkp/.
8. RUBINO, G. AND SERICOLA, B. (1989). Sojourn times in finite Markov processes. J. Appl. Prob. 27, 744-756.
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10. SYSKI, R. (1992). Passage Times for Markov Chains. IOS Press, Amsterdam.