On the absorption probabilities and mean time for absorption for discrete Markov chains

DOI10.1515/MCMA-2021-2084MaRDI QIDQ2040465zbMATH OpenOpenAlexFDO

Authors Nikolaos Halidias

Publication date 14 July 2021

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma-2021-2084

zbMATH Keywords

discrete Markov chainsprobability generating functionsabsorption probabilitiesmean time to absorption

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• scientific article; zbMATH DE number 3145626 (Why is no real title available?)
• Probability and Statistics by Example
• The expected time until absorption when absorption is not certain

Cited in

(7)

• On a counting variable in the theory of discrete-parameter Markov chains
• Law of the absorption time of some positive self-similar Markov processes
• scientific article; zbMATH DE number 7470633 (Why is no real title available?)
• Imprecise Markov chains with absorption
• Mapping absorption processes onto a Markov chain, conserving the mean first passage time
• Computing absorbing times via fluid approximations
• Renewal-type behavior of absorption times in Markov chains

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