Re: Question about absorbing Markov chains ...

From: Robert Vienneau (rvien_at_see.sig.com)
Date: 06/30/04 

Date: Wed, 30 Jun 2004 12:19:59 -0400

In article <703e9975.0406292337.6b8d9845@posting.google.com>,
Fabian195@hotmail.com (Fabian) wrote:

> 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.

Kyle Siegrist had an article on this problem in IEEE Transactions on
Software Engineering in the 1980s. See:

 <http://portal.acm.org/citation.cfm?id=188730&dl=ACM&coll=portal>

Maybe one of the Markov Chain applets here would help you:

  <http://www.martindalecenter.com/Calculators2A_2_AZ.html> 

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