Transient Probability Functions: A Sample Path Approach

Michael L. Green 1 Alan Krinik 1 Carrie Mortensen 1 Gerardo Rubino 2 Randall J. Swift 1
1 Department of Mathematics - Pomona College
2 ARMOR - Architectures and network models
IRISA - Institut de Recherche en Informatique et Systèmes Aléatoires, INRIA Rennes, Ecole Nationale Supérieure des Télécommunications de Bretagne
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.
Keywords : sample paths dual processes transient probability functions Markov process randomization.
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Communication dans un congrès
Cyril Banderier and Christian Krattenthaler. Discrete Random Walks, DRW'03, 2003, Paris, France. Discrete Mathematics and Theoretical Computer Science, DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03), pp.127-136, 2003, DMTCS Proceedings
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Michael L. Green, Alan Krinik, Carrie Mortensen, Gerardo Rubino, Randall J. Swift. Transient Probability Functions: A Sample Path Approach. Cyril Banderier and Christian Krattenthaler. Discrete Random Walks, DRW'03, 2003, Paris, France. Discrete Mathematics and Theoretical Computer Science, DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03), pp.127-136, 2003, DMTCS Proceedings. 〈hal-01183945〉

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