Entry count of a continuous-time Markov chain
ID: entry-count-of-a-continuous-time-markov-chain
The entry count counts jumps of a continuous-time Markov chain into state by time , excluding initial occupation. It is a counting process. For homogeneous transition intensities, its mean has derivative conditional on initial state , so its expected value is the sum of incoming rates times the expected occupation times of a continuous-time Markov chain. This density is an expected count rate, not necessarily a normalized probability density function.
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