Michael L. Green ; Alan Krinik ; Carrie Mortensen ; Gerardo Rubino ; Randall J. Swift - 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) - https://doi.org/10.46298/dmtcs.3349
Transient Probability Functions: A Sample Path ApproachConference paper

Authors: Michael L. Green 1; Alan Krinik 1; Carrie Mortensen 1; Gerardo Rubino 2; Randall J. Swift 1

  • 1 Department of Mathematics - Pomona College
  • 2 Architectures and network models


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.

https://doi.org/10.46298/dmtcs.3349
Source: HAL:hal-01183945v1
Volume: DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03)
Section: Proceedings
Published on: January 1, 2003
Imported on: May 10, 2017
Keywords: [INFO.INFO-DS]Computer Science [cs]/Data Structures and Algorithms [cs.DS], [INFO.INFO-DM]Computer Science [cs]/Discrete Mathematics [cs.DM], [MATH.MATH-CO]Mathematics [math]/Combinatorics [math.CO], [INFO.INFO-CG]Computer Science [cs]/Computational Geometry [cs.CG], [en] sample paths, dual processes, transient probability functions, Markov process, randomization.

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