Uniformization (probability theory): Difference between revisions

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m Method description: matrix form of the uniformization added
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::<math>\gamma \geq \max_i |q_{ii}|.</math>
 
In matrix notation:
::<math>P=Id+\frac{1}{\gamma}Q.</math>
 
For a starting distribution π(0), the transient distribution at time ''t'', π(''t'') is computed by<ref name="stewart" />