Continuous Time Markov Chains
نویسنده
چکیده
Discrete-time Markov chains are useful in simulation, since updating algorithms are easier to construct in discrete steps. They can also be useful as crude models of physical, biological, and social processes. However, in the physical and biological worlds time runs continuously, and so discrete-time mathematical models are not always appropriate. This is especially true in population biology – organisms do not reproduce, infect each other, etc., synchronously, as in the Galton-Watson and Reed-Frost models. In such situations continuous-time Markov chains are often more suitable as models.
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