Uniformization (probability theory): Difference between revisions

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::<math>P=I+\frac{1}{\gamma}Q.</math>
 
For a starting distribution π{{pi}}(0), the distribution at time ''t'', π{{pi}}(''t'') is computed by<ref name="stewart" />
 
::<math>\pi(t) = \sum_{n=0}^\infty \pi(0) P^n \frac{(\gamma t)^n}{n!}e^{-\gamma t}.</math>