Random evolutions processes induced by discrete time Markov chains.
Keepler, M. (1998)
Portugaliae Mathematica
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Keepler, M. (1998)
Portugaliae Mathematica
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Koichiro Iwata (1992)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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I. Kopocińska, B. Kopociński (1980)
Applicationes Mathematicae
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Ronald K. Getoor, Michael J. Sharpe (1979)
Mathematische Zeitschrift
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S. Trybuła (1982)
Applicationes Mathematicae
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Zbyněk Šidák (1976)
Aplikace matematiky
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R. Magiera, R. Różanski (1985)
Banach Center Publications
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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...
R. Magiera (1984)
Applicationes Mathematicae
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Z. Porosiński (1988)
Applicationes Mathematicae
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Georgica Obreja, Gheorghita Zbaganu (1985)
Banach Center Publications
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Stephen J. Kirkland (2016)
Czechoslovak Mathematical Journal
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We consider an accessibility index for the states of a discrete-time, ergodic, homogeneous Markov chain on a finite state space; this index is naturally associated with the random walk centrality introduced by Noh and Reiger (2004) for a random walk on a connected graph. We observe that the vector of accessibility indices provides a partition of Kemeny's constant for the Markov chain. We provide three characterizations of this accessibility index: one in terms of the first return time...
Korshunov, D.A. (2009)
Sibirskij Matematicheskij Zhurnal
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