ABSTRACT
The purpose of this chapter is to provide the background necessary to study continuous-timeMarkovchains.Ourstartingpointisadiscussionofcontinuousrandomvariables.Uptothistime,therandomvariablesthatwehave studiedhavehadadiscreteprobabilitydensityfunction(p.d.f.).Wenowtake up the case where the p.d.f. is continuous.
