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::<math>\pi(t) = \sum_{n=0}^\infty \pi(0) P^n \frac{(\gamma t)^n}{n!}e^{-\gamma t}.</math>
This representation shows that a continuous-time Markov chain can be described by a discrete Markov chain with transition matrix ''P'' as defined above where jumps occur according to a Poisson process with intensity
In practice this [[series (mathematics)|series]] is terminated after finitely many terms.
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