Timeline for Simulate discrete state space CTMC from generator matrix
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Jul 15, 2020 at 13:48 | comment | added | user290384 | I have edited the question and added an extra subquestion, which came to mind while writing out the problem. | |
| Jul 15, 2020 at 13:47 | history | edited | user290384 | CC BY-SA 4.0 |
added 1001 characters in body
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| Jul 15, 2020 at 13:08 | comment | added | whuber♦ | It helps me understand the question doesn't ask what you want it to ask, so please edit it accordingly. | |
| Jul 15, 2020 at 13:00 | comment | added | user290384 | Using a transition probability matrix the stochastic process $X(t)$ might make transitions according to the following values $X(0)=i$, $X(\Delta t/2)=h$ and $X(X(\Delta t)=j)$ for $i\neq h\neq j$. This effect or these paths, I want to exclude and therefore want to determine the probability of a single transition from $i$ to $j$ between $0$ and $\Delta t$. I now notice that my question is slightly wrong, since it asks for the probability of a transition at exactly $\Delta t$, which I can understand has zero probability in the context of a continuous timeline. Does this comment clarify? | |
| Jul 15, 2020 at 12:44 | comment | added | whuber♦ | Could you explain what it might possibly mean to "exclude this effect"? The problem you formulate in the first paragraph doesn't appear soluble without adding strong assumptions about the process. For most processes in continuous time, the chance of an instantaneous transition at a specific time $\Delta t$ is zero. | |
| Jul 15, 2020 at 9:08 | review | First posts | |||
| Jul 15, 2020 at 10:17 | |||||
| Jul 15, 2020 at 9:05 | history | asked | user290384 | CC BY-SA 4.0 |