Geodesic
Transient Probability Functions: A Sample Path Approach
Discrete mathematics & theoretical computer science, DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03), DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03) (2003).

Voir la notice de l'article provenant de la source Episciences

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. 
@article{DMTCS_2003_special_248_a29,
     author = {Green, Michael L. and Krinik, Alan and Mortensen, Carrie and Rubino, Gerardo and Swift, Randall J.},
     title = {Transient {Probability} {Functions:} {A} {Sample} {Path} {Approach}},
     journal = {Discrete mathematics & theoretical computer science},
     publisher = {mathdoc},
     volume = {DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03)},
     year = {2003},
     doi = {10.46298/dmtcs.3349},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.3349/}
}
TY  - JOUR
AU  - Green, Michael L.
AU  - Krinik, Alan
AU  - Mortensen, Carrie
AU  - Rubino, Gerardo
AU  - Swift, Randall J.
TI  - Transient Probability Functions: A Sample Path Approach
JO  - Discrete mathematics & theoretical computer science
PY  - 2003
VL  - DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03)
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.3349/
DO  - 10.46298/dmtcs.3349
LA  - en
ID  - DMTCS_2003_special_248_a29
ER  - 
%0 Journal Article
%A Green, Michael L.
%A Krinik, Alan
%A Mortensen, Carrie
%A Rubino, Gerardo
%A Swift, Randall J.
%T Transient Probability Functions: A Sample Path Approach
%J Discrete mathematics & theoretical computer science
%D 2003
%V DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03)
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.3349/
%R 10.46298/dmtcs.3349
%G en
%F DMTCS_2003_special_248_a29
Green, Michael L.; Krinik, Alan; Mortensen, Carrie; Rubino, Gerardo; Swift, Randall J. Transient Probability Functions: A Sample Path Approach. Discrete mathematics & theoretical computer science, DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03), DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03) (2003). doi : 10.46298/dmtcs.3349. http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.3349/

Cité par Sources :