Added continuous time Markov chain

sympy/core/tests/test_args.py

@@ -1567,12 +1567,22 @@ def test_sympy__stats__stochastic_process_types__DiscreteTimeStochasticProcess()
     from sympy.stats.stochastic_process_types import DiscreteTimeStochasticProcess
     assert _test_args(DiscreteTimeStochasticProcess("Y", [1, 2, 3]))
 
+def test_sympy__stats__stochastic_process_types__ContinuousTimeStochasticProcess():
+    from sympy.stats.stochastic_process_types import ContinuousTimeStochasticProcess
+    assert _test_args(ContinuousTimeStochasticProcess("Y", [1, 2, 3]))
+
 def test_sympy__stats__stochastic_process_types__TransitionMatrixOf():
     from sympy.stats.stochastic_process_types import TransitionMatrixOf, DiscreteMarkovChain
     from sympy import MatrixSymbol
     DMC = DiscreteMarkovChain("Y")
     assert _test_args(TransitionMatrixOf(DMC, MatrixSymbol('T', 3, 3)))
 
+def test_sympy__stats__stochastic_process_types__GeneratorMatrixOf():
+    from sympy.stats.stochastic_process_types import GeneratorMatrixOf, ContinuousMarkovChain
+    from sympy import MatrixSymbol
+    DMC = ContinuousMarkovChain("Y")
+    assert _test_args(GeneratorMatrixOf(DMC, MatrixSymbol('T', 3, 3)))
+
 def test_sympy__stats__stochastic_process_types__StochasticStateSpaceOf():
     from sympy.stats.stochastic_process_types import StochasticStateSpaceOf, DiscreteMarkovChain
     from sympy import MatrixSymbol
@@ -1584,6 +1594,11 @@ def test_sympy__stats__stochastic_process_types__DiscreteMarkovChain():
     from sympy import MatrixSymbol
     assert _test_args(DiscreteMarkovChain("Y", [0, 1, 2], MatrixSymbol('T', 3, 3)))
 
+def test_sympy__stats__stochastic_process_types__ContinuousMarkovChain():
+    from sympy.stats.stochastic_process_types import ContinuousMarkovChain
+    from sympy import MatrixSymbol
+    assert _test_args(ContinuousMarkovChain("Y", [0, 1, 2], MatrixSymbol('T', 3, 3)))
+
 def test_sympy__core__symbol__Dummy():
     from sympy.core.symbol import Dummy
     assert _test_args(Dummy('t'))

sympy/stats/__init__.py

@@ -83,10 +83,13 @@
 from . import stochastic_process_types
 from .stochastic_process_types import (
     StochasticProcess,
+    ContinuousTimeStochasticProcess,
     DiscreteTimeStochasticProcess,
     DiscreteMarkovChain,
     TransitionMatrixOf,
-    StochasticStateSpaceOf
+    StochasticStateSpaceOf,
+    ContinuousMarkovChain,
+    GeneratorMatrixOf
 )
 __all__.extend(stochastic_process_types.__all__)
 

sympy/stats/rv.py

@@ -17,7 +17,7 @@
 
 from sympy import (Basic, S, Expr, Symbol, Tuple, And, Add, Eq, lambdify,
         Equality, Lambda, sympify, Dummy, Ne, KroneckerDelta,
-        DiracDelta, Mul, Indexed)
+        DiracDelta, Mul, Indexed, Function)
 from sympy.core.compatibility import string_types
 from sympy.core.relational import Relational
 from sympy.logic.boolalg import Boolean
@@ -275,13 +275,19 @@ def free_symbols(self):
 class RandomIndexedSymbol(RandomSymbol):
 
     def __new__(cls, idx_obj, pspace=None):
-        if not isinstance(idx_obj, Indexed):
-            raise TypeError("An indexed object is expected not %s"%(idx_obj))
+        if not isinstance(idx_obj, (Indexed, Function)):
+            raise TypeError("An Function or Indexed object is expected not %s"%(idx_obj))
         return Basic.__new__(cls, idx_obj, pspace)
 
     symbol = property(lambda self: self.args[0])
     name = property(lambda self: str(self.args[0]))
-    key = property(lambda self: self.symbol.args[1])
+
+    @property
+    def key(self):
+        if isinstance(self.symbol, Indexed):
+            return self.symbol.args[1]
+        elif isinstance(self.symbol, Function):
+            return self.symbol.args[0]
 
 class ProductPSpace(PSpace):
     """