Applications of some formulas for finite Markov chains

DOI10.1016/j.acha.2010.02.004zbMath1211.60033OpenAlexW2020886575MaRDI QIDQ617702

Maxim J. Goldberg, Seonja Kim

Publication date: 13 January 2011

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.acha.2010.02.004

zbMATH Keywords

boundary value problemsFeynman-Kac formulafinite Markov chainsexact expected values for random walkspmf of costs along paths

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

Some remarks on diffusion distances

Cites Work

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• Integration in Functional Spaces and its Applications in Quantum Physics
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• On Distributions of Certain Wiener Functionals

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