The Q-matrix problem
David Williams (1976)
Séminaire de probabilités de Strasbourg
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Displaying similar documents to “The Q-matrix problem 2 : Kolmogorov backward equations”
The Q-matrix problem
The Q-matrix problem 3 : the Lévy-kernel problem for chains
David Williams (1978)
Séminaire de probabilités de Strasbourg
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Regeneration and general Markov chains.
Kalashnikov, Vladimir V. (1994)
Journal of Applied Mathematics and Stochastic Analysis
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The tail structure of nonhomogeneous finite state Markov chains: survey
Marius Losifescu (1979)
Banach Center Publications
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On the fundamental matrix of finite state Markov chains, its eigensystem and its relation to hitting times.
Takacs, Christiane (2006)
Mathematica Pannonica
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Eigenvalues of operators in -spaces in denumerable Markov chains
Zbyněk Šidák (1964)
Czechoslovak Mathematical Journal
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Edge occupation measure for a reversible Markov chain.
Guillotin, N. (1999)
Electronic Communications in Probability [electronic only]
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Reduction of absorbing Markov chain
Mariusz Górajski (2009)
Annales UMCS, Mathematica
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In this paper we consider an absorbing Markov chain with finite number of states. We focus especially on random walk on transient states. We present a graph reduction method and prove its validity. Using this method we build algorithms which allow us to determine the distribution of time to absorption, in particular we compute its moments and the probability of absorption. The main idea used in the proofs consists in observing a nondecreasing sequence of stopping times. Random walk on...