PDF4PRO ⚡AMP

Modern search engine that looking for books and documents around the web

Example: biology

4 Absorbing Markov Chains - SSCC - Home

Last revised: 8 February 20094 Absorbing Markov ChainsSo far, we have focused onregularMarkov Chains for which the transition matrixPis primitive. Because primitivity requiresP(i, i)<1 for every statei, regular chainsnever get stuck in a particular state. However, other Markov Chains may have oneor moreabsorbing states. By definition, stateiis Absorbing whenP(i, i) = 1 (andhenceP(i, j) = 0 for allj6=i). In turn, the chain itself is called anabsorbing chainwhen it satisfies two conditions. First, the chain has at least one Absorbing , it is possible to transition from each non- Absorbing state to some absorbingstate (perhaps in multiple steps).

4 Absorbing Markov Chains So far, we have focused on regular Markov chains for which the transition matrix P is primitive. Because primitivity requires P(i,i) < 1 for every state i, regular chains never get “stuck” in a particular state. However, other Markov chains may have one

Loading..

Tags:

  Chain, Absorbing, Markov, Markov chain, 4 absorbing markov chains

Information

Domain:

Source:

Link to this page:

Please notify us if you found a problem with this document:

Spam in document Broken preview Other abuse

Transcription of 4 Absorbing Markov Chains - SSCC - Home

Related search queries