Applications of some formulas for finite Markov chains

DOI10.1016/J.ACHA.2010.02.004MaRDI QIDQ617702zbMATH OpenOpenAlexFDO

Authors Maxim J. Goldberg, Seonja Kim

Publication date 13 January 2011

Published in Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.acha.2010.02.004

zbMATH Keywords

boundary value problemsFeynman-Kac formulafinite Markov chainsexact expected values for random walkspmf of costs along paths

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on discrete state spaces (60J27)

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• scientific article; zbMATH DE number 53571 (Why is no real title available?)
• scientific article; zbMATH DE number 3069511 (Why is no real title available?)
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• Diffusion wavelets
• Generalized inverses and their application to applied probability problems
• Integration in Functional Spaces and its Applications in Quantum Physics
• Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
• Numerical methods for linear boundary value problems based on Feynman-Kac representations
• On Distributions of Certain Wiener Functionals
• On Occupation Times for Markoff Processes
• On the moments of Markov renewal processes
• Solving boundary value problems with complex parameters by the Monte Carlo method
• Space-time approach to non-relativistic quantum mechanics
• Stochastic methods for Dirichlet problems
• The Simplest Random Walks for the Dirichlet Problem

Cited in

(6)

• scientific article; zbMATH DE number 3854137 (Why is no real title available?)
• Explicit transient probabilities of various Markov models
• scientific article; zbMATH DE number 1069282 (Why is no real title available?)
• Occurrence probabilities of stochastic paths.
• Some remarks on diffusion distances
• Some asymptotic formulas for markov chains with applications to simulation^†

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