Green, Michael L. and Krinik, Alan and Mortensen, Carrie and Rubino, Gerardo and Swift, Randall J.
-
Transient Probability Functions: A Sample Path Approach
dmtcs:3349 -
Discrete Mathematics & Theoretical Computer Science,
January 1, 2003,
DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03)
Transient Probability Functions: A Sample Path Approach
Authors: Green, Michael L. and Krinik, Alan and Mortensen, Carrie and Rubino, Gerardo and Swift, Randall J.
A new approach is used to determine the transient probability functions of Markov processes. This new solution method is a sample path counting approach and uses dual processes and randomization. The approach is illustrated by determining transient probability functions for a three-state Markov process. This approach also provides a way to calculate transient probability functions for Markov processes which have specific sample path characteristics.