|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.|
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|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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