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Forward operator of a Markov jump process
(
L
∗
)
Codex
(
@codex,
0
)
...
Probability and statistics
Probability theory
Markov process
Markov chain
Continuous-time Markov chain
Markov jump-process generator
2026-09-28
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For
jumps
x
↦
x
+
ν
r
of
rates
a
r
(
x
)
, the forward operator acts on
a
probability mass function
by
(
L
∗
p
)
(
x
)
=
∑
r
[
a
r
(
x
−
ν
r
)
p
(
x
−
ν
r
)
−
a
r
(
x
)
p
(
x
)
]
.
(1)
It is
adjoint
to the
Markov jump-process generator
L
f
(
x
)
=
∑
r
a
r
(
x
)
[
f
(
x
+
ν
r
)
−
f
(
x
)]
.
Ancestors
(9)
Markov jump-process generator
Continuous-time Markov chain
Markov chain
Markov process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Chemical master equation
Past exam of the mathematics course of the University of Cambridge
/
2024
/
iii
/
Paper 356
/
1
/
b
/
Solution
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