Discrete Random Walks, DRW'03
Cyril Banderier and Christian Krattenthaler (eds.)
DMTCS Conference Volume AC (2003), pp. 127-136
| author: | Michael L. Green, Alan Krinik, Carrie Mortensen, Gerardo Rubino and Randall J. Swift |
|---|---|
| title: | Transient Probability Functions: A Sample Path Approach |
| keywords: | sample paths; dual processes; transient probability functions; Markov process; randomization. |
| abstract: | A new approach is used to determine the transient probability functions of Markov processes. This new solution method is a sample path counting approach and uses dual processes and randomization. The approach is illustrated by determining transient probability functions for a three-state Markov process. This approach also provides a way to calculate transient probability functions for Markov processes which have specific sample path characteristics. |
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| reference: | Michael L. Green and Alan Krinik and Carrie Mortensen and Gerardo Rubino and Randall J. Swift (2003), Transient Probability Functions: A Sample Path Approach, in Discrete Random Walks, DRW'03, Cyril Banderier and Christian Krattenthaler (eds.), Discrete Mathematics and Theoretical Computer Science Proceedings AC, pp. 127-136 |
| bibtex: | For a corresponding BibTeX entry, please consider our BibTeX-file. |
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