论文信息 - On a simple proof of uniformization for continuous and discrete-state continuous-time Markov chains

On a simple proof of uniformization for continuous and discrete-state continuous-time Markov chains

Uniformization has proven to be a convenient tool for modeling and computational purposes to analyze continuous-time Markov chain applications. For the case of continuous-state space, uniformization is also intuitively obvious and most likely employed in practice. This note merely aims to show that uniformization for both the discrete- and continuous state cases is directly formalized by a simple uniqueness result from the literature

N. Dijk

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