Name
Abstract | ||
|---|---|---|
We present a closed-form, computable expression for the expected number of times any transition event occurs during the transient phase of a reducible Markov chain. Examples of events include time to absorption, number of visits to a state, traversals of a particular transition, loops from a state to itself, and arrivals to a state from a particular subset of states. We give an analogous expression for time-average events, which describe the steady-state behavior of reducible chains as well as the long-term behavior of irreducible chains. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1137/080726082 | SIAM J. Matrix Analysis Applications |
Keywords | Field | DocType |
particular subset,expected number,particular transition,generalized inverses,reducible chain,long-term behavior,transition event,reducible markov chains,computing expected transition events,steady-state behavior,analogous expression,reducible markov chain,markov chains,reducible matrices,computable expression,generalized inverse,steady state,markov chain | Linear algebra,Combinatorics,Mathematical analysis,Matrix (mathematics),Markov chain,Pure mathematics,Generalized inverse,Expected value,Steady state,Numerical analysis,Mathematics | Journal |
Volume | Issue | ISSN |
31 | 3 | 0895-4798 |
Citations | PageRank | References |
1 | 0.37 | 0 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Brian D. Ewald | 1 | 6 | 2.19 |
| Jeffrey Humpherys | 2 | 30 | 9.59 |
| Jeremy M. West | 3 | 8 | 1.49 |