Waiting times and stopping probabilities for patterns 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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ژورنال
عنوان ژورنال: Applied Mathematics-A Journal of Chinese Universities
سال: 2018
ISSN: 1005-1031,1993-0445
DOI: 10.1007/s11766-018-3522-z