Computing expected transition events in reducible Markov chains

Details Computing expected transition events in reducible Markov chains Computing expected transition events in reducible Markov chains

2008-06-07

arxiv.org/abs/0806.1291v2

Mathematics

Probability

15 pages, 1 table. Added numerical analysis and changed formatting. Fixed several errors

Scientific paper

We present a closed-form, computable expression for the expected number of times any transition event occurs during the transient phase of a reducible Markov chain. Examples of events include time to absorption, number of visits to a state, traversals of a particular transition, loops from a state to itself, and arrivals to a state from a particular subset of states. We give an analogous expression for time-average events, which describe the steady-state behavior of reducible chains as well as the long-term behavior of irreducible chains.

Affiliated with

Also associated with

No associations

Rating

Computing expected transition events in reducible Markov chains does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Computing expected transition events in reducible Markov chains, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Computing expected transition events in reducible Markov chains will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-11794