IDEAS home Printed from https://ideas.repec.org/a/bpj/mcmeap/v27y2021i2p105-115n5.html
   My bibliography  Save this article

On the absorption probabilities and mean time for absorption for discrete Markov chains

Author

Listed:
  • Halidias Nikolaos

    (Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean, Karlovassi83200 Samos, Greece)

Abstract

In this note we study the probability and the mean time for absorption for discrete time Markov chains. In particular, we are interested in estimating the mean time for absorption when absorption is not certain and connect it with some other known results. Computing a suitable probability generating function, we are able to estimate the mean time for absorption when absorption is not certain giving some applications concerning the random walk. Furthermore, we investigate the probability for a Markov chain to reach a set A before reach B generalizing this result for a sequence of sets A1,A2,…,Ak{A_{1},A_{2},\dots,A_{k}}.

Suggested Citation

  • Halidias Nikolaos, 2021. "On the absorption probabilities and mean time for absorption for discrete Markov chains," Monte Carlo Methods and Applications, De Gruyter, vol. 27(2), pages 105-115, June.
    • Handle: RePEc:bpj:mcmeap:v:27:y:2021:i:2:p:105-115:n:5
    DOI: 10.1515/mcma-2021-2084
    as

    Download full text from publisher

    File URL: https://doi.org/10.1515/mcma-2021-2084
    Download Restriction: For access to full text, subscription to the journal or payment for the individual article is required.
    File URL: https://libkey.io/10.1515/mcma-2021-2084?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bpj:mcmeap:v:27:y:2021:i:2:p:105-115:n:5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.