Transient Probability Functions: A Sample Path Approach

Transient Probability Functions: A Sample Path Approach

A new approach is used to determine the transient probability functions of Markov processes. This new solution method is a sample path counting approach and uses dual processes and randomization. The approach is illustrated by determining transient probability functions for a three-state Markov proc...

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Bibliographic Details
Main Authors: Michael L. Green, Alan Krinik, Carrie Mortensen, Gerardo Rubino, Randall J. Swift
Format: Article
Language:English
Published: Discrete Mathematics & Theoretical Computer Science 2003-01-01
Series:Discrete Mathematics & Theoretical Computer Science
Subjects:
sample paths
dual processes
transient probability functions
markov process
randomization.
[info.info-ds] computer science [cs]/data structures and algorithms [cs.ds]
[info.info-dm] computer science [cs]/discrete mathematics [cs.dm]
[math.math-co] mathematics [math]/combinatorics [math.co]
[info.info-cg] computer science [cs]/computational geometry [cs.cg]
Online Access:https://dmtcs.episciences.org/3349/pdf

Internet

https://dmtcs.episciences.org/3349/pdf

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