Open Access
34- https://doi.org/10.1239/jap/1037816029
Path integrals for continuous-time Markov chains
- Dec 1, 2002
- Journal of Applied Probability
- P K Pollett +1 more
Abstract
This note presents a method of evaluating the distribution of a path integral for Markov chains on a countable state space.
- # Countable State Space
- # Markov Chains
- # Continuous-time Markov Chains
- # Countable State
- # Path Integral
- # State Space
