Uniformization (probability theory)
id:
uniformization-probability-theory-173-18493357
title:
Uniformization (probability theory)
text:
In probability theory, uniformization method, is a method to compute transient solutions of finite state continuous-time Markov chains, by approximating the process by a discrete-time Markov chain. The original chain is scaled by the fastest transition rate γ, so that transitions occur at the same rate in every state, hence the name. The method is simple to program and efficiently calculates an approximation to the transient distribution at a single point in time. The method was first introduced
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wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Uniformization_(probability_theory)
date created:
2010-09-09T22:05:47Z
date modified:
2024-09-02T14:39:17Z
main entity:
{"identifier":"Q7885142","url":"https://www.wikidata.org/entity/Q7885142"}
image:
fields total:
13
integrity:
14