TY - JOUR
T1 - Spectral representations of the transition probability matrices for continuous time finite Markov chains
AU - Peng, NanFu
PY - 1996/3
Y1 - 1996/3
N2 - Using an easy linear-algebraic method, we obtain spectral representations, without the need for eigenvector determination, of the transition probability matrices for completely general continuous time Markov chains with finite state space. Comparing the proof presented here with that of Brown (1991), who provided a similar result for a special class of finite Markov chains, we observe that ours is more concise.
AB - Using an easy linear-algebraic method, we obtain spectral representations, without the need for eigenvector determination, of the transition probability matrices for completely general continuous time Markov chains with finite state space. Comparing the proof presented here with that of Brown (1991), who provided a similar result for a special class of finite Markov chains, we observe that ours is more concise.
KW - Markov chains
KW - Spectral representations
KW - Transition probability matrices
UR - http://www.scopus.com/inward/record.url?scp=0041115503&partnerID=8YFLogxK
U2 - 10.1017/S0021900200103699
DO - 10.1017/S0021900200103699
M3 - Article
AN - SCOPUS:0041115503
SN - 0021-9002
VL - 33
SP - 28
EP - 33
JO - Journal of Applied Probability
JF - Journal of Applied Probability
IS - 1
ER -