On the absorption probabilities and mean time for absorption for discrete Markov chains

DOI10.1515/mcma-2021-2084zbMath1490.60213OpenAlexW3129505411MaRDI QIDQ2040465

Nikolaos Halidias

Publication date: 14 July 2021

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2021-2084

zbMATH Keywords

probability generating functionsdiscrete Markov chainsabsorption probabilitiesmean time to absorption

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• The expected time until absorption when absorption is not certain
• Probability and Statistics by Example
• Unnamed Item

This page was built for publication: On the absorption probabilities and mean time for absorption for discrete Markov chains