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...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
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Discrete Mathematics & Theoretical Computer Science
2003-01-01
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| Series: | Discrete Mathematics & Theoretical Computer Science |
| Subjects: | |
| Online Access: | https://dmtcs.episciences.org/3349/pdf |
| _version_ | 1797270649992904704 |
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| author | Michael L. Green Alan Krinik Carrie Mortensen Gerardo Rubino Randall J. Swift |
| author_facet | Michael L. Green Alan Krinik Carrie Mortensen Gerardo Rubino Randall J. Swift |
| author_sort | Michael L. Green |
| collection | DOAJ |
| description | 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 process. This approach also provides a way to calculate transient probability functions for Markov processes which have specific sample path characteristics. |
| first_indexed | 2024-04-25T02:07:38Z |
| format | Article |
| id | doaj.art-bda4665505ba4c66b5cb48aad188dc3d |
| institution | Directory Open Access Journal |
| issn | 1365-8050 |
| language | English |
| last_indexed | 2024-04-25T02:07:38Z |
| publishDate | 2003-01-01 |
| publisher | Discrete Mathematics & Theoretical Computer Science |
| record_format | Article |
| series | Discrete Mathematics & Theoretical Computer Science |
| spelling | doaj.art-bda4665505ba4c66b5cb48aad188dc3d2024-03-07T14:29:56ZengDiscrete Mathematics & Theoretical Computer ScienceDiscrete Mathematics & Theoretical Computer Science1365-80502003-01-01DMTCS Proceedings vol. AC,...Proceedings10.46298/dmtcs.33493349Transient Probability Functions: A Sample Path ApproachMichael L. Green0Alan Krinik1Carrie Mortensen2Gerardo Rubino3Randall J. Swift4Department of Mathematics - Pomona CollegeDepartment of Mathematics - Pomona CollegeDepartment of Mathematics - Pomona CollegeArchitectures and network modelsDepartment of Mathematics - Pomona CollegeA 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 process. This approach also provides a way to calculate transient probability functions for Markov processes which have specific sample path characteristics.https://dmtcs.episciences.org/3349/pdfsample pathsdual processestransient probability functionsmarkov processrandomization.[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] |
| spellingShingle | Michael L. Green Alan Krinik Carrie Mortensen Gerardo Rubino Randall J. Swift Transient Probability Functions: A Sample Path Approach Discrete Mathematics & Theoretical Computer Science 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] |
| title | Transient Probability Functions: A Sample Path Approach |
| title_full | Transient Probability Functions: A Sample Path Approach |
| title_fullStr | Transient Probability Functions: A Sample Path Approach |
| title_full_unstemmed | Transient Probability Functions: A Sample Path Approach |
| title_short | Transient Probability Functions: A Sample Path Approach |
| title_sort | transient probability functions a sample path approach |
| topic | 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] |
| url | https://dmtcs.episciences.org/3349/pdf |
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