Talk:Uniformization (probability theory)

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Mathematics Low‑priority

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Statistics

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Question

The article refers to the method as Jensen's method, acknowledging his 1953 paper doi:10.1080/03461238.1953.10419459. So how can it be that the method was "first introduced" by W. Grassmann in 1977?

Question

Is the thing called "generator matrix" the same as the "transition rate matrix" in the article continuous time Markov chain? Note that wikilink generator matrix links to an entirely different context. Melcombe (talk) 12:17, 14 September 2010 (UTC)[reply]

Yes, same thing. Some books use the term "infinitesimal generator matrix" and others "transition rate matrix." Thanks for pointing this out. Gareth Jones (talk) 20:33, 14 September 2010 (UTC)[reply]

Formula

Isn't $|\sum _{j}q_{ij}|=0$ by definition? I suppose the summation should exclude i. (Or simply define $\gamma$ via $q_{ii}$ .) — Preceding unsigned comment added by 84.131.212.125 (talk) 10:52, 19 May 2012 (UTC)[reply]