Transient Probability Functions: A Sample Path Approach
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
Abstract
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.
Keywords
[INFO.INFO-DS]Computer Science [cs]/Data Structures and Algorithms [cs.DS]
