Poisson-sampled continuous-time Markov chain
ID: poisson-sampled-continuous-time-markov-chain
Sample a finite-state continuous-time Markov chain with generator at the independent arrival times of a rate- Poisson process. The sampled states form a discrete-time Markov chain with transition matrixIts invariant distributions are exactly those of the continuous-time chain.
New to topics? Read the docs here!