Transient Probability Functions: A Sample Path Approach
2003 ◽
Vol DMTCS Proceedings vol. AC,...
(Proceedings)
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Keyword(s):
International audience 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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1977 ◽
Vol 14
(02)
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pp. 249-259
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2011 ◽
Vol 27
(6)
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pp. 1080-1094
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2010 ◽
Vol 42
(04)
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pp. 986-993
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2007 ◽
Vol 137
(5)
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pp. 1530-1543
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1985 ◽
Vol 13
(2)
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pp. 558-565
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2014 ◽
Vol Volume 18, 2014
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2012 ◽
pp. 109-115
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2010 ◽
Vol Vol. 12 no. 2
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