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I know that for a continuous-time Markov chain, the probability of transition from time $0$ to $t$ is given by $P(t)=e^{Q(t)t}$. I have a system of $N$ interdependent continuous-time Markov chains evo …

In the paper, Survival in a quasi-death process by van Doorn and Pollett, the quasi-stationary distribution of a transient CTMC is discussed and QSD for a simple death process is derived. Consider a …

I had to explain in informal terms what a Feller process was, to undergraduate students who understand Markov property, Poisson processes and such. It was easy to define Levy process as generalisation …

I was contemplating an epidemic model where infection and recovery rates are determined by links. Here node $i$ is infected first and recovers at a rate $\mu_i$. For all other nodes, the recovery is b …

Consider the SIS model of epidemic spreading. There is a finite graph $G(V,E)$, link infection rates $\lambda_{ij}$ and node recovery rates $\mu_i$. There are a few initial nodes which are infected at …