Transient Probability Functions: A Sample Path Approach

Michael L. Green (1) , Alan Krinik (1) , Carrie Mortensen (1) , Gerardo Rubino (2) , Randall J. Swift (1)

1 Department of Mathematics - Pomona College
2 ARMOR - Architectures and network models

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.

Mots clés: sample paths; dual processes; transient probability functions; Markov process; randomization.

Domaines: Algorithme et structure de données [cs.DS]; Mathématique discrète [cs.DM]; Combinatoire [math.CO]; Géométrie algorithmique [cs.CG]

Michael L. Green, Alan Krinik, Carrie Mortensen, Gerardo Rubino, Randall J. Swift. Transient Probability Functions: A Sample Path Approach. Discrete Random Walks, DRW'03, 2003, Paris, France. pp.127-136, ⟨10.46298/dmtcs.3349⟩. ⟨hal-01183945⟩