| Article ID: | iaor19931163 |
| Country: | Netherlands |
| Volume: | 12 |
| Issue: | 5 |
| Start Page Number: | 283 |
| End Page Number: | 291 |
| Publication Date: | Nov 1992 |
| Journal: | Operations Research Letters |
| Authors: | Van Dijk Nico M. |
The discrete Poissonian representation for transition probabilities of homogeneous continuous-time Markov chains, known as uniformization or randomization, is extended to time-inhomogeneous chains. For computational purposes a discrete-time approximation is also provided.