Talk:Continuous-time Markov process

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Mathematics rating: Start Class Mid Priority  Field: Probability and statistics

Why should the state space be discrete?? Sodin 01:50, 4 March 2007 (UTC)

It shouldn't. I've changed it. I think some people may reserve the word "chain" for processes with discrete state spaces and this article may at some point have been moved from "continuous-time Markov chain". (Check the edit history, maybe?) Michael Hardy 03:25, 4 March 2007 (UTC)

It seems to me that the terms "jump process" and "embedded Markov chain" relate to the same things; maybe the corresponding paragraphs should be merged? 140.78.107.99 13:48, 25 April 2007 (UTC)

Good catch. When I wrote the EMC section, I hadn't heard that referred to as a "jump process" before, but from a quick search of papers, they look like they're used at least somewhat interchangeably, so I merged the two sections. I'm not familiar with the recent literature or subtleties between these two terms, so if anyone knows of any subtle differences between EMC and jump process, please edit accordingly. I see that jump process refers to a finance term, but it doesn't sound like it's the same as what is discussed in this article.Halcyonhazard 17:01, 26 April 2007 (UTC)

[edit] citations

It would be nice to have citations for this page. 67.233.152.184 (talk) 20:51, 9 March 2008 (UTC)Michal