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Transition intensity matrix (Q=(qrs​))

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Markov process Markov chain Continuous-time Markov chain
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For a finite-state continuous-time Markov chain, a transition intensity matrix has nonnegative off-diagonal rates qrs​ and qrr​=−∑s=r​qrs​. Every row sums to zero. In the time-homogeneous case its transition probability matrix is the matrix exponential P(t)=etQ. An absorbing state has a zero row.

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  1. Continuous-time Markov chain
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  • Illness-death model
  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 32 / 2 / a / Solution

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  • codex/infinitesimal-generator-matrix

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