Uniformization (probability theory): Difference between revisions

Revision as of 20:02, 22 June 2014

Revision as of 00:19, 23 August 2014

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In matrix notation:

::<math>P=IdI+\frac{1}{\gamma}Q.</math>

For a starting distribution π(0), the distribution at time ''t'', π(''t'') is computed by<ref name="stewart" />