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Conference Papers Discrete Mathematics and Theoretical Computer Science Year : 2003

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.
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Dates and versions

hal-01183945 , version 1 (12-08-2015)

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Michael L. Green, Alan Krinik, Carrie Mortensen, Gerardo Rubino, Randall J. Swift. Transient Probability Functions: A Sample Path Approach. Discrete Random Walks, DRW'03, 2003, Paris, France. pp.127-136, ⟨10.46298/dmtcs.3349⟩. ⟨hal-01183945⟩
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