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Entry count of a continuous-time Markov chain (Ns​(t))

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Markov process Markov chain Continuous-time Markov chain
2026-10-05  0 By others on same topic  0 Discussions Create my own version
The entry count Ns​(t) counts jumps of a continuous-time Markov chain into state s by time t, excluding initial occupation. It is a counting process. For homogeneous transition intensities, its mean has derivative ∑i=s​pri​(t)qis​ conditional on initial state r, 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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  1. Continuous-time Markov chain
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