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m →Method description: matrix form of the uniformization added |
m →Method description: removed "transient" because it is wrong, it's just the distribution at time t of the chain... |
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::<math>P=Id+\frac{1}{\gamma}Q.</math>
For a starting distribution π(0), the
::<math>\pi(t) = \sum_{n=0}^\infty \pi(0) P^n \frac{(\gamma t)^n}{n!}e^{-\gamma t}.</math>
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