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Noisy fluctuating clocks for Markov chains

Published online by Cambridge University Press:  24 October 2008

J. E. Kennedy
J. E. Kennedy
Affiliation:
Statistical Laboratory, 16 Mill Lane, Cambridge CB2 1SB
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Abstract

In this paper we concern ourselves with the Q-matrices of time-substituted Markov chains where the time-substitutions are based on fluctuating clocks with noise. The results of this paper follow on naturally from the analysis in Kennedy and Williams [3], in which the problems of characterization and of calculation of these Q-matrices were addressed. Here, we study the Q-matrices as functions of the variance σ2 of the noise.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 110 , Issue 1 , July 1991 , pp. 199 - 205
Copyright
Copyright © Cambridge Philosophical Society 1991

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References

REFERENCES

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