Calculating bounds on expected return and first passage times in finite-state imprecise birth-death chains
نویسندگان
چکیده
We provide simple methods for computing exact bounds on expected return and first passage times in finite-state birth-death chains, when the transition probabilities are imprecise, in the sense that they are only known to belong to convex closed sets of probability mass functions. We describe a precise birth-death chain and then we define an imprecise version of it. We present the main results regarding expected lower first passage and return times. We also discuss the special case where the local models are linearvacuous mixtures and finally we show some numerical results through a general example. Outline
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