Transition Probability Estimates for Reversible Markov Chains
نویسندگان
چکیده
منابع مشابه
Transition probability estimates for non-Markov multi-state models.
Non-parametric estimation of the transition probabilities in multi-state models is considered for non-Markov processes. Firstly, a generalization of the estimator of Pepe et al., (1991) (Statistics in Medicine) is given for a class of progressive multi-state models based on the difference between Kaplan-Meier estimators. Secondly, a general estimator for progressive or non-progressive models is...
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15 صفحه اولChapter 3 Reversible Markov Chains
Chapter 2 reviewed some aspects of the elementary theory of general nite irreducible Markov chains. In this chapter we specialize to reversible chains, treating the discrete and continuous-time cases in parallel. After section 3 we shall assume that we are dealing with reversible chains without continually repeating this assumption, and shall instead explicitly say \general" to mean not-necessa...
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2000
ISSN: 1083-589X
DOI: 10.1214/ecp.v5-1015