Computing absorption probabilities for a Markov chain

DOI10.1080/0020739910220512zbMath0757.65158OpenAlexW2085624524MaRDI QIDQ4009322

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

algorithmsproduction lineabsorption probabilitiesmatrix reduction routineMarkov chain reductionmatrix augmentation

Mathematics Subject Classification ID

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

Related Items (4)

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 ⋮ State reduction in a Markov decision process

Cites Work

• Reduced systems in Markov chains and their applications in queueing theory
• Further Comparisons of Direct Methods for Computing Stationary Distributions of Markov Chains
• Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities
• Regenerative Analysis and Steady State Distributions for Markov Chains
• Numerical computation of mean passage times and absorption probabilities in Markov and Semi-Markov models
• Reduced System Algorithms for Markov Chains
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