4.7 Article

Open Markov Type Population Models: From Discrete to Continuous Time

期刊

MATHEMATICS
卷 9, 期 13, 页码 -

出版社

MDPI
DOI: 10.3390/math9131496

关键词

Markov chains; open population Markov chain models; Semi-Markov processes

资金

  1. RFBR [19-01-00451]
  2. Centro de Matematica e Aplicacoes - Fundacao para a Ciencia e a Tecnologia (Portuguese Foundation for Science and Technology) [UID/MAT/00297/2020]
  3. insurance company Fidelidade

向作者/读者索取更多资源

This study addresses the problem of finding a natural continuous time Markov type process in open populations using information provided by discrete time open Markov chains. Two main approaches are proposed: calibrating a continuous time Markov process using a discrete time transition matrix and directly extending discrete time theory to continuous time theory using semi-Markov processes and open Markov schemes.
We address the problem of finding a natural continuous time Markov type process-in open populations-that best captures the information provided by an open Markov chain in discrete time which is usually the sole possible observation from data. Given the open discrete time Markov chain, we single out two main approaches: In the first one, we consider a calibration procedure of a continuous time Markov process using a transition matrix of a discrete time Markov chain and we show that, when the discrete time transition matrix is embeddable in a continuous time one, the calibration problem has optimal solutions. In the second approach, we consider semi-Markov processes-and open Markov schemes-and we propose a direct extension from the discrete time theory to the continuous time one by using a known structure representation result for semi-Markov processes that decomposes the process as a sum of terms given by the products of the random variables of a discrete time Markov chain by time functions built from an adequate increasing sequence of stopping times.

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