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Transient Probability Functions: A Sample Path Approach
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.
Cited literature [11 references]
https://hal.inria.fr/hal-01183945
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Submitted on : Wednesday, August 12, 2015 - 9:08:46 AM
Last modification on : Friday, February 4, 2022 - 3:25:00 AM
Long-term archiving on: : Friday, November 13, 2015 - 11:38:41 AM
Contributor : Coordination Episciences Iam Connect in order to contact the contributor
Submitted on : Wednesday, August 12, 2015 - 9:08:46 AM
Last modification on : Friday, February 4, 2022 - 3:25:00 AM
Long-term archiving on: : Friday, November 13, 2015 - 11:38:41 AM
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