DOAJ
Open Access
2003
Transient Probability Functions: A Sample Path Approach
Michael L. Green
Alan Krinik
Carrie Mortensen
Gerardo Rubino
Randall J. Swift
Abstrak
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.
Topik & Kata Kunci
Penulis (5)
M
Michael L. Green
A
Alan Krinik
C
Carrie Mortensen
G
Gerardo Rubino
R
Randall J. Swift
Akses Cepat
Informasi Jurnal
- Tahun Terbit
- 2003
- Sumber Database
- DOAJ
- DOI
- 10.46298/dmtcs.3349
- Akses
- Open Access ✓