Question about absorbing Markov chains ...
From: Fabian (Fabian195_at_hotmail.com)
Date: 06/30/04
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Date: 30 Jun 2004 00:37:03 -0700
Hello..
this might be a rather simple problem..I've come up with a Markov
chain with one absorbing state and 9 transient ones. Starting from a
given state, I want to calculate the probability that I reach a
specific transient state N times before reaching the absorbing state.
Does anyone know how to do this or can anyone point to a link that
describes the needed method? I know how to calculate the expected
amount of times spent in each state before absorption, but that won't
help me much here.
Thank you...
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