Computing absorption probabilities for a Markov chain

DOI10.1080/0020739910220512MaRDI QIDQ4009322zbMATH OpenOpenAlexFDO

Authors Theodore J. Sheskin

Publication date 27 September 1992

Published in International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0020739910220512

zbMATH Keywords

absorption probabilitiesalgorithmsMarkov chain reductionmatrix augmentationmatrix reduction routineproduction line

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• Further Comparisons of Direct Methods for Computing Stationary Distributions of Markov Chains
• scientific article; zbMATH DE number 3145626 (Why is no real title available?)
• scientific article; zbMATH DE number 3942890 (Why is no real title available?)
• scientific article; zbMATH DE number 3325280 (Why is no real title available?)
• Numerical computation of mean passage times and absorption probabilities in Markov and Semi-Markov models
• Reduced System Algorithms for Markov Chains
• Reduced systems in Markov chains and their applications in queueing theory
• Regenerative Analysis and Steady State Distributions for Markov Chains
• Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities

Cited in

(10)

• On the absorption probabilities and mean time for absorption for discrete Markov chains
• An absorbing Markov chain in labour system planning
• State reduction in a Markov decision process
• Reduction of absorbing Markov chain
• scientific article; zbMATH DE number 1051728 (Why is no real title available?)
• A partitioning algorithm for solving systems of linear equations
• Computing mean first passage times for a Markov chain
• Computing the fundamental matrix for a nonirreducible Markov chain
• Mapping absorption processes onto a Markov chain, conserving the mean first passage time
• Imprecise Markov chains with absorption

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