Generator
Definition taught in Continuous-time Markov chains, part of Stochastic processes
Generator
| Type | Definition |
| Taught in | Continuous-time Markov chains |
| Part | Stochastic processes |
For a finite-state continuous-time Markov chain, let q_{ij}\ge 0 for j\neq i be the rate of moving from i to j, and set q_{ii}=-\sum_{j\neq i} q_{ij}. The matrix Q=(q_{ij}) is the generator. The exit rate from i is \nu_i=-q_{ii}.
Used in
- Taught in Continuous-time Markov chains, where the derivation and examples are.
- All 3 questions on Continuous-time Markov chains