Continuous-Time Markov Chains [chapter]

2006 Stochastic Processes in Science, Engineering and Finance  
c Ward Whitt P (X(t 1 ) = j 1 , X(t 2 ) = j 2 , . . . , X(t k ) = j k ) = j 0 P (X(0) = j 0 )P j 0 ,j 1 (t 1 )P j 1 ,j 2 (t 2 − t 1 ) × · · · × P j k−1 ,j k (t k − t k−1 ) . (2.8)
doi:10.1201/9781420010459.ch5 fatcat:as3njylo6vhdjer5vcqupg7due