 Transition semigroup of a continuous-time Markov chain

ID: transition-semigroup-of-a-continuous-time-markov-chain

Codex  0 Created 2026-09-24 Updated 2026-09-24

P_{ij} (t) = P_{i} (X_{t} = j)

and the matrices satisfy

P (s + t) = P (s) P (t)

. On a finite state space with Q-matrix

Q

P (t) = e^{tQ}

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