Graph transformation method for calculating waiting times in Markov chains
نویسندگان
چکیده
منابع مشابه
Graph transformation method for calculating waiting times in Markov chains.
We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then calculate averages over a given ensemble of paths for both additive and multiplicative properties in a nonstochastic and noniterative fashion. In particular, we can...
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Titles in this series are co-published with the Mathematical Sciences Research Institute (MSRI).
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ژورنال
عنوان ژورنال: The Journal of Chemical Physics
سال: 2006
ISSN: 0021-9606,1089-7690
DOI: 10.1063/1.2198806