Transient Probability Functions: A Sample Path ApproachReport as inadecuate

Transient Probability Functions: A Sample Path Approach - Download this document for free, or read online. Document in PDF available to download.

1 Department of Mathematics - Pomona College 2 ARMOR - Architectures and network models IRISA - Institut de Recherche en Informatique et Systèmes Aléatoires, INRIA Rennes, Ecole Nationale Supérieure des Télécommunications de Bretagne

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 : sample paths dual processes transient probability functions Markov process randomization.

Author: Michael L. Green - Alan Krinik - Carrie Mortensen - Gerardo Rubino - Randall J. Swift -



Related documents