OurBigBook About$ Donate
 Sign in Sign up

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  0 By others on same topic  0 Discussions Create my own version
For jumps x↦x+νr​ of rates ar​(x), the forward operator acts on a probability mass function by
(L∗p)(x)=∑r​[ar​(x−νr​)p(x−νr​)−ar​(x)p(x)].
(1)
It is adjoint to the Markov jump-process generator Lf(x)=∑r​ar​(x)[f(x+νr​)−f(x)].

 Ancestors (9)

  1. Markov jump-process generator
  2. Continuous-time Markov chain
  3. Markov chain
  4. Markov process
  5. Probability theory
  6. Probability and statistics
  7. Area of mathematics
  8. Mathematics
  9.  Home

 Incoming links (2)

  • Chemical master equation
  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 356 / 1 / b / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook