Connecting irreducible and absorbing Markov chains - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Conference Papers Year : 2023

Connecting irreducible and absorbing Markov chains

Abstract

Duality ideas connect irreducible Markov chains with absorbing ones, but there are other ways of building relations between these two classes of processes. In this talk, we will discuss two other connections between these models when time goes to infinity. In the first one, we will make a correspondence between a specific irreducible model associated with a given absorbing one, allowing to derive results for which we will show applications. One of them lead to the second type of connection, where we will show relations in absorbing chains corresponding to balance of the probabilistic flux across cuts in irreducible stationary models. As in the latter case, where these balance equations are helpful in deriving equilibrium distributions, we will show how using the corresponding relations in the former case leads to simplifications in computations on absorbing models.
Fichier principal
Vignette du fichier
slJMM23v1.pdf (234.54 Ko) Télécharger le fichier
Origin : Files produced by the author(s)

Dates and versions

hal-04381154 , version 1 (09-01-2024)

Licence

Public Domain

Identifiers

  • HAL Id : hal-04381154 , version 1

Cite

Gerardo Rubino. Connecting irreducible and absorbing Markov chains. JMM 2023 - Joint Mathematics Meetings, AMS, Jan 2023, Boston (MA), United States. ⟨hal-04381154⟩
12 View
4 Download

Share

Gmail Facebook X LinkedIn More