Uniformization II ================= * Step by step deduction of dpi/dt = pi Q -- described equations for single state -- built matrix form -- obtained equation * Solution of dpi/dt = pi Q using uniformization -- replaced P = I - Q/Lambda, i.e., Q = (I-P)Lambda, in equation pi(t)=e^{Qt} ... -- ... to obtain pi(t) = sum_{for all n} P^n Poisson(n; rate=Lambda) * Reviewed interpretation of uniformization * Considered simple example with two states