Reduction of absorbing Markov chain

DOI10.2478/V10062-009-0009-7MaRDI QIDQ3569417zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• scientific article; zbMATH DE number 1051728
• Computing absorption probabilities for a Markov chain
• Renewal-type behavior of absorption times in Markov chains
• On a new method of Markov chain reduction
• A note on the passage time of finite-state Markov chains

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

This page was built for publication: Reduction of absorbing Markov chain

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3569417)