ContinuousTimeMarkov.jl
Overview
A small package for working with continuoustime Markov transition rate matrices.
Currently exposes the following functionality:

wrappers
TransitionRateMatrix
andTransitionRateMatrix!
for creating transition rate matrices (square, nonnegative elements, rows sum to one), andsteady_state
for calculating steady state distributions. 
a
CompetingPoisson
distribution and random sampler for competing Poisson/exponential events.
References
 Meyer, Carl D. "Sensitivity of the stationary distribution of a Markov chain." SIAM Journal on Matrix Analysis and Applications 15.3 (1994): 715728.