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Continuous Time Birth and Death Markov Chains

In: Classical and Spatial Stochastic Processes

Author

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  • Rinaldo B. Schinazi

    (University of Colorado, Department of Mathematics)

Abstract

What is in this chapter? In Chapters I and II we considered chains that change state at integer times. In this chapter, the change of state occurs after a random time. We are still considering chains with countably many states. Many of the results and techniques of the preceding chapter may be adapted to this new class of models.

Suggested Citation

  • Rinaldo B. Schinazi, 1999. "Continuous Time Birth and Death Markov Chains," Springer Books, in: Classical and Spatial Stochastic Processes, chapter 0, pages 73-109, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4612-1582-0_3
    DOI: 10.1007/978-1-4612-1582-0_3
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