author: | Michael L. Green, Alan Krinik, Carrie Mortensen, Gerardo Rubino and Randall J. Swift |
---|---|

title: | Transient Probability Functions: A Sample Path Approach |

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

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. |

If your browser does not display the abstract correctly (because of the different mathematical symbols) you may look it up in the PostScript or PDF files. | |

reference: | Michael L. Green and Alan
Krinik and Carrie Mortensen and Gerardo Rubino and Randall J.
Swift (2003), Transient Probability Functions: A Sample Path
Approach, in Discrete Random Walks, DRW'03, Cyril
Banderier and Christian Krattenthaler (eds.), Discrete
Mathematics and Theoretical Computer Science Proceedings
AC, pp. 127-136 |

bibtex: | For a corresponding BibTeX entry, please consider our BibTeX-file. |

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ps-source: | dmAC0112.ps (116 K) |

pdf-source: | dmAC0112.pdf (100 K) |

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