Reduction of absorbing Markov chain

DOI10.2478/V10062-009-0009-7zbMATH Open1239.60072OpenAlexW2027991001MaRDI QIDQ3569417FDOQ3569417

Authors: Mariusz Górajski 

Publication date: 21 June 2010

Published in: Annales Universitatis Mariae Curie-Sklodowska, sectio A – Mathematica (Search for Journal in Brave)

Full work available at URL: http://87.246.207.98/Content/22007

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zbMATH Keywords

absorbing Markov chaindistribution of time to absorption

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited In (6)

• Multimodal dynamics of nonhomogeneous absorbing Markov chains evolving at stochastic transition rates
• Computing absorption probabilities for a Markov chain
• The behavior of a Markov network with respect to an absorbing class: the target algorithm
• Computing expected transition events in reducible Markov chains
• Reversed absorbing Markov chain: A sample path approach
• Renewal-type behavior of absorption times in Markov chains

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