Topic: Kolmogorov Equations and Transient Behavior

Repeated Eigenvalues and Jordan Forms for CTMCs

Proving the Uniformization Formula

Poisson Tail Bounds for Uniformization

Left and Right Multiplication in Kolmogorov Equations

Expected State Occupancy Over a Fixed Time Horizon

Diagonalizing a Generator to Compute Transition Probabilities

Diagnosing Invalid Transient Probability Matrices

Deriving the Forward Kolmogorov Equation

Deriving the Backward Kolmogorov Equation

Cyclic Three-State Chains and Complex Eigenvalues