Sumários
C32 - Time inhomogeneous Markov chains
19 Novembro 2025, 10:30 • Alexandra Bugalho de Moura
8.2. Kolmogorov’s forward differential equations.
8.3. Probabilities of remaining in states for given time periods.
8.4. Kolmogorov’s backward differential equations.
8.5. Applications in insurance.
C31 - Time inhomogeneous Markov chains.
17 Novembro 2025, 10:00 • Alexandra Bugalho de Moura
Exercises.
8. Time inhomogeneous Markov chains.
8.1. Introduction; Chapman-Kolmogorov equations.
C30 - Continuous time homogeneous Markov chains
12 Novembro 2025, 10:30 • Alexandra Bugalho de Moura
Holding time.
7.4. The embedded Markov chain.
7.5. Stationary and limiting distributions.
Examples.