Uniformization (probability theory): Difference between revisions

Revision as of 18:40, 8 May 2012

Revision as of 16:49, 24 June 2012

Line 9:

with ''γ'', the uniform rate parameter, chosen such that

::<math>\gamma \geq \max_i |\sum_{j} q_{ijii}|.</math>

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